UBS Call 80.5 RANJF 14.03.2022/  CH1115177235  /

EUWAX
10/22/2021  10:19:17 AM Chg.-0.005 Bid10:47:01 AM Ask10:47:01 AM Underlying Strike price Expiration date Option type
0.022EUR -18.52% 0.026
Bid Size: 10,000
0.036
Ask Size: 10,000
Randstad NV 80.50 EUR 3/14/2022 Call

Master data

WKN: UE984P
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 80.50 EUR
Maturity: 3/14/2022
Issue date: 6/8/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 134.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.72
Time value: 0.05
Break-even: 80.97
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 63.83%
Delta: 0.07
Theta: 0.00
Omega: 9.01
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month  
+120.00%
3 Months
  -65.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.012
1M High / 1M Low: 0.027 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   507.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -