UBS Call 145 TSM 20.09.2024
/ DE000UM4LQ50
UBS Call 145 TSM 20.09.2024/ DE000UM4LQ50 /
| 8/6/2024 6:34:45 PM |
Chg.+0.350 |
Bid6:34:45 PM |
Ask6:34:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
+26.72% |
1.660
Bid Size: 7,500 |
1.730
Ask Size: 7,500 |
Taiwan Semiconductor... |
145.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.31 |
| Parity: |
-0.99 |
| Time value: |
1.38 |
| Break-even: |
158.80 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
2.71 |
| Spread abs.: |
0.07 |
| Spread %: |
5.34% |
| Delta: |
0.48 |
| Theta: |
-0.20 |
| Omega: |
4.74 |
| Rho: |
0.06 |
Quote data
| Open: |
1.540 |
| High: |
1.690 |
| Low: |
1.270 |
| Previous Close: |
1.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-59.01% |
| 3 Months |
|
|
+46.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.310 |
| 1M High / 1M Low: |
4.650 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
