UBS Call 125 TSM 20.09.2024
/ DE000UM4MY91
UBS Call 125 TSM 20.09.2024/ DE000UM4MY91 /
| 8/2/2024 12:19:29 PM |
Chg.-0.580 |
Bid12:19:29 PM |
Ask12:19:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.850EUR |
-16.91% |
2.850
Bid Size: 2,500 |
2.890
Ask Size: 2,500 |
Taiwan Semiconductor... |
125.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM4MY9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.32 |
| Parity: |
3.08 |
| Time value: |
0.37 |
| Break-even: |
150.39 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
3.64 |
| Rho: |
0.12 |
Quote data
| Open: |
3.040 |
| High: |
3.040 |
| Low: |
2.800 |
| Previous Close: |
3.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.13% |
| 1 Month |
|
|
-43.56% |
| 3 Months |
|
|
+59.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.030 |
3.140 |
| 1M High / 1M Low: |
6.400 |
3.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
