UBS Call 130 TSM 19.12.2025
/ DE000UM4N9W3
UBS Call 130 TSM 19.12.2025/ DE000UM4N9W3 /
| 14/11/2024 21:56:51 |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.690EUR |
+1.98% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
130.00 USD |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
24/04/2024 |
| Last trading day: |
18/12/2025 |
| 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 |
|
|
-12.78% |
| 1 Month |
|
|
-4.15% |
| 3 Months |
|
|
+24.81% |
| 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: |
|
- |
