UBS Call 140 TSM 19.12.2025
/ DE000UM4CWB9
UBS Call 140 TSM 19.12.2025/ DE000UM4CWB9 /
| 15/11/2024 21:56:53 |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.820EUR |
-2.84% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
UM4CWB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.37 |
| Parity: |
3.67 |
| Time value: |
2.18 |
| Break-even: |
198.50 |
| Moneyness: |
1.26 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
2.34 |
| Rho: |
0.86 |
Quote data
| Open: |
5.970 |
| High: |
6.070 |
| Low: |
5.730 |
| Previous Close: |
5.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.49% |
| 1 Month |
|
|
-17.21% |
| 3 Months |
|
|
+14.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.430 |
5.820 |
| 1M High / 1M Low: |
7.230 |
5.820 |
| 6M High / 6M Low: |
7.480 |
3.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.524 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.18% |
| Volatility 6M: |
|
113.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
