UBS Call 150 TSM 16.01.2026
/ DE000UM4KN88
UBS Call 150 TSM 16.01.2026/ DE000UM4KN88 /
| 7/11/2024 10:34:13 AM |
Chg.+0.120 |
Bid10:34:13 AM |
Ask10:34:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.270EUR |
+1.95% |
6.270
Bid Size: 2,500 |
6.370
Ask Size: 2,500 |
Taiwan Semiconductor... |
150.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM4KN8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
4/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.29 |
| Parity: |
2.64 |
| Time value: |
3.59 |
| Break-even: |
212.30 |
| Moneyness: |
1.18 |
| Premium: |
0.20 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.30% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
2.11 |
| Rho: |
1.05 |
Quote data
| Open: |
6.300 |
| High: |
6.360 |
| Low: |
6.210 |
| Previous Close: |
6.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.57% |
| 1 Month |
|
|
+50.72% |
| 3 Months |
|
|
+105.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.150 |
5.580 |
| 1M High / 1M Low: |
6.150 |
4.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
