UBS Call 130 TSM 16.01.2026
/ DE000UM4RFG1
UBS Call 130 TSM 16.01.2026/ DE000UM4RFG1 /
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: |
|
- |