UBS Call 135 TSM 20.06.2025
/ DE000UM4Y9Y6
UBS Call 135 TSM 20.06.2025/ DE000UM4Y9Y6 /
| 2024-11-14 8:02:03 PM |
Chg.+0.150 |
Bid8:02:03 PM |
Ask8:02:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.850EUR |
+2.63% |
5.850
Bid Size: 5,000 |
5.880
Ask Size: 5,000 |
Taiwan Semiconductor... |
135.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UM4Y9Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.35 |
| Intrinsic value: |
4.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.36 |
| Parity: |
4.89 |
| Time value: |
0.84 |
| Break-even: |
185.07 |
| Moneyness: |
1.38 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.53% |
| Delta: |
0.86 |
| Theta: |
-0.04 |
| Omega: |
2.64 |
| Rho: |
0.56 |
Quote data
| Open: |
5.770 |
| High: |
6.210 |
| Low: |
5.740 |
| Previous Close: |
5.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.72% |
| 1 Month |
|
|
-5.03% |
| 3 Months |
|
|
+28.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.920 |
5.700 |
| 1M High / 1M Low: |
7.380 |
5.700 |
| 6M High / 6M Low: |
7.380 |
3.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.60% |
| Volatility 6M: |
|
123.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
