UBS Call 140 TSM 16.01.2026
/ DE000UM4D8B1
UBS Call 140 TSM 16.01.2026/ DE000UM4D8B1 /
| 9/11/2024 9:54:41 PM |
Chg.+0.540 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.660EUR |
+13.11% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
4/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.89 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
0.74 |
| Time value: |
3.42 |
| Break-even: |
181.60 |
| Moneyness: |
1.05 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.73% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
2.41 |
| Rho: |
0.79 |
Quote data
| Open: |
4.040 |
| High: |
4.670 |
| Low: |
4.040 |
| Previous Close: |
4.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.78% |
| 1 Month |
|
|
-1.06% |
| 3 Months |
|
|
-0.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.170 |
3.740 |
| 1M High / 1M Low: |
5.140 |
3.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
