UBS Call 82 RANJF 13.06.2022/  CH1115177250  /

Frankfurt Zert./UBS
10/27/2021  9:20:33 AM Chg.+0.001 Bid7:55:06 PM Ask7:55:06 PM Underlying Strike price Expiration date Option type
0.036EUR +2.86% 0.025
Bid Size: 500
0.055
Ask Size: 500
Randstad NV 82.00 EUR 6/13/2022 Call

Master data

WKN: UE911J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 82.00 EUR
Maturity: 6/13/2022
Issue date: 6/8/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 116.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.92
Time value: 0.05
Break-even: 82.54
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.06
Theta: 0.00
Omega: 7.30
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.035
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+56.52%
1 Month  
+140.00%
3 Months
  -5.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.035
1M High / 1M Low: 0.041 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   396.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -