UBS Call 140 TSM 16.01.2026
/ DE000UM4D8B1
UBS Call 140 TSM 16.01.2026/ DE000UM4D8B1 /
| 2024-07-10 9:56:55 PM |
Chg.+0.520 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.720EUR |
+8.39% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM4D8B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.57 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
3.06 |
| Time value: |
3.21 |
| Break-even: |
202.70 |
| Moneyness: |
1.22 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
1.13% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
2.07 |
| Rho: |
1.02 |
Quote data
| Open: |
6.390 |
| High: |
6.740 |
| Low: |
6.370 |
| Previous Close: |
6.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.74% |
| 1 Month |
|
|
+43.90% |
| 3 Months |
|
|
+94.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.720 |
6.130 |
| 1M High / 1M Low: |
6.720 |
4.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
