UBS Call 145 TSM 16.01.2026
/ DE000UM4KMW9
UBS Call 145 TSM 16.01.2026/ DE000UM4KMW9 /
| 11/14/2024 9:56:50 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.720EUR |
+2.14% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM4KMW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
4/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.72 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
3.17 |
| Time value: |
2.46 |
| Break-even: |
201.30 |
| Moneyness: |
1.22 |
| Premium: |
0.14 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
2.38 |
| Rho: |
0.91 |
Quote data
| Open: |
5.660 |
| High: |
6.060 |
| Low: |
5.630 |
| Previous Close: |
5.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.11% |
| 1 Month |
|
|
-5.14% |
| 3 Months |
|
|
+24.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.720 |
5.600 |
| 1M High / 1M Low: |
7.180 |
5.600 |
| 6M High / 6M Low: |
7.180 |
3.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.88% |
| Volatility 6M: |
|
114.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
