UBS Call 130 TSM 16.01.2026/  DE000UM4RFG1  /

UBS Investment Bank
11/14/2024  4:12:08 PM Chg.+0.390 Bid4:12:08 PM Ask4:12:08 PM Underlying Strike price Expiration date Option type
7.000EUR +5.90% 7.000
Bid Size: 5,000
7.030
Ask Size: 5,000
Taiwan Semiconductor... 130.00 USD 1/16/2026 Call
 

Master data

WKN: UM4RFG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/16/2026
Issue date: 4/24/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 6.26
Intrinsic value: 5.36
Implied volatility: 0.46
Historic volatility: 0.36
Parity: 5.36
Time value: 1.28
Break-even: 189.44
Moneyness: 1.44
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 0.45%
Delta: 0.85
Theta: -0.03
Omega: 2.27
Rho: 0.99
 

Quote data

Open: 6.680
High: 7.090
Low: 6.640
Previous Close: 6.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.21%
1 Month
  -0.43%
3 Months  
+29.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.780 6.610
1M High / 1M Low: 8.240 6.590
6M High / 6M Low: 8.240 3.890
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.260
Avg. volume 1W:   0.000
Avg. price 1M:   7.300
Avg. volume 1M:   0.000
Avg. price 6M:   5.732
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.74%
Volatility 6M:   104.90%
Volatility 1Y:   -
Volatility 3Y:   -