UBS Call 140 TSM 20.12.2024
/ DE000UM4B258
UBS Call 140 TSM 20.12.2024/ DE000UM4B258 /
| 11/07/2024 11:25:06 |
Chg.+0.100 |
Bid11:25:06 |
Ask11:25:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.560EUR |
+1.83% |
5.560
Bid Size: 2,500 |
5.670
Ask Size: 2,500 |
Taiwan Semiconductor... |
140.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM4B25 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.29 |
| Parity: |
3.64 |
| Time value: |
1.89 |
| Break-even: |
195.30 |
| Moneyness: |
1.26 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
1.28% |
| Delta: |
0.77 |
| Theta: |
-0.10 |
| Omega: |
2.45 |
| Rho: |
0.36 |
Quote data
| Open: |
5.630 |
| High: |
5.690 |
| Low: |
5.530 |
| Previous Close: |
5.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.47% |
| 1 Month |
|
|
+60.23% |
| 3 Months |
|
|
+149.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.460 |
4.870 |
| 1M High / 1M Low: |
5.460 |
3.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
