UBS Call 145 TSM 20.09.2024
/ DE000UM4LQ50
UBS Call 145 TSM 20.09.2024/ DE000UM4LQ50 /
| 2024-07-10 9:56:47 PM |
Chg.+0.550 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.650EUR |
+13.41% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM4LQ5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.29 |
| Parity: |
2.56 |
| Time value: |
1.62 |
| Break-even: |
186.80 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.08 |
| Spread %: |
1.95% |
| Delta: |
0.73 |
| Theta: |
-0.17 |
| Omega: |
2.98 |
| Rho: |
0.16 |
Quote data
| Open: |
4.310 |
| High: |
4.670 |
| Low: |
4.280 |
| Previous Close: |
4.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.97% |
| 1 Month |
|
|
+74.81% |
| 3 Months |
|
|
+190.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.050 |
| 1M High / 1M Low: |
4.650 |
2.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
