UBS Call 130 TSM 19.12.2025
/ DE000UM4N9W3
UBS Call 130 TSM 19.12.2025/ DE000UM4N9W3 /
| 2024-11-14 8:19:20 PM |
Chg.+0.140 |
Bid8:19:20 PM |
Ask8:19:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.700EUR |
+2.13% |
6.700
Bid Size: 5,000 |
6.730
Ask Size: 5,000 |
Taiwan Semiconductor... |
130.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
UM4N9W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
5.36 |
| Time value: |
1.23 |
| Break-even: |
188.94 |
| Moneyness: |
1.44 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.46% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.29 |
| Rho: |
0.93 |
Quote data
| Open: |
6.620 |
| High: |
7.040 |
| Low: |
6.590 |
| Previous Close: |
6.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.65% |
| 1 Month |
|
|
-4.01% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.740 |
6.560 |
| 1M High / 1M Low: |
8.190 |
6.540 |
| 6M High / 6M Low: |
8.190 |
3.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.60% |
| Volatility 6M: |
|
106.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
