UBS Call 130 TSM 17.01.2025
/ DE000UM46441
UBS Call 130 TSM 17.01.2025/ DE000UM46441 /
| 2024-11-14 6:24:19 PM |
Chg.+0.150 |
Bid6:24:19 PM |
Ask6:24:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.820EUR |
+2.65% |
5.820
Bid Size: 5,000 |
5.850
Ask Size: 5,000 |
Taiwan Semiconductor... |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM4644 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.43 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.36 |
| Parity: |
5.36 |
| Time value: |
0.34 |
| Break-even: |
180.04 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.53% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
2.81 |
| Rho: |
0.18 |
Quote data
| Open: |
5.740 |
| High: |
6.210 |
| Low: |
5.700 |
| Previous Close: |
5.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.65% |
| 1 Month |
|
|
-5.37% |
| 3 Months |
|
|
+31.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.980 |
5.670 |
| 1M High / 1M Low: |
7.420 |
5.660 |
| 6M High / 6M Low: |
7.420 |
2.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.758 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.07% |
| Volatility 6M: |
|
135.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
