UBS Call 150 TSM 16.01.2026
/ DE000UM4KN88
UBS Call 150 TSM 16.01.2026/ DE000UM4KN88 /
| 11/15/2024 9:56:52 PM |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.250EUR |
-2.96% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.37 |
| Parity: |
2.67 |
| Time value: |
2.61 |
| Break-even: |
202.80 |
| Moneyness: |
1.18 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
2.47 |
| Rho: |
0.91 |
Quote data
| Open: |
5.390 |
| High: |
5.490 |
| Low: |
5.160 |
| Previous Close: |
5.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.95% |
| 1 Month |
|
|
-18.35% |
| 3 Months |
|
|
+14.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.830 |
5.250 |
| 1M High / 1M Low: |
6.610 |
5.250 |
| 6M High / 6M Low: |
6.850 |
3.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.675 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.00% |
| Volatility 6M: |
|
117.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
