UBS Call 140 TSM 21.03.2025
/ DE000UM4KN96
UBS Call 140 TSM 21.03.2025/ DE000UM4KN96 /
| 9/6/2024 9:54:39 PM |
Chg.-0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-12.54% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.33 |
| Parity: |
0.15 |
| Time value: |
2.79 |
| Break-even: |
169.40 |
| Moneyness: |
1.01 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.08 |
| Spread %: |
2.80% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
2.99 |
| Rho: |
0.31 |
Quote data
| Open: |
3.330 |
| High: |
3.410 |
| Low: |
2.810 |
| Previous Close: |
3.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.48% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
-20.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
2.860 |
| 1M High / 1M Low: |
4.240 |
2.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
