UBS Call 135 TSM 20.12.2024
/ DE000UM463S3
UBS Call 135 TSM 20.12.2024/ DE000UM463S3 /
| 11/15/2024 9:56:52 PM |
Chg.-0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.040EUR |
-4.18% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
135.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UM463S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.37 |
| Parity: |
4.85 |
| Time value: |
0.42 |
| Break-even: |
180.93 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.23 |
| Spread %: |
4.56% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
2.95 |
| Rho: |
0.10 |
Quote data
| Open: |
5.250 |
| High: |
5.370 |
| Low: |
4.940 |
| Previous Close: |
5.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.98% |
| 1 Month |
|
|
-2.14% |
| 3 Months |
|
|
+18.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.770 |
5.040 |
| 1M High / 1M Low: |
6.910 |
5.040 |
| 6M High / 6M Low: |
6.910 |
2.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.43% |
| Volatility 6M: |
|
148.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
