UBS Call 140 TSM 21.03.2025
/ DE000UM4KN96
UBS Call 140 TSM 21.03.2025/ DE000UM4KN96 /
| 14/11/2024 21:56:57 |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.150EUR |
+2.59% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM4KN9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.03 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.36 |
| Parity: |
3.67 |
| Time value: |
1.37 |
| Break-even: |
190.40 |
| Moneyness: |
1.26 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
2.74 |
| Rho: |
0.30 |
Quote data
| Open: |
5.080 |
| High: |
5.530 |
| Low: |
5.040 |
| Previous Close: |
5.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.94% |
| 1 Month |
|
|
-6.36% |
| 3 Months |
|
|
+30.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.260 |
5.020 |
| 1M High / 1M Low: |
6.740 |
5.020 |
| 6M High / 6M Low: |
6.740 |
2.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.19% |
| Volatility 6M: |
|
140.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
