UBS Call 150 TSM 17.01.2025
/ DE000UM4D8C9
UBS Call 150 TSM 17.01.2025/ DE000UM4D8C9 /
| 2024-08-02 10:47:15 AM |
Chg.-0.400 |
Bid10:47:15 AM |
Ask10:47:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-16.60% |
2.010
Bid Size: 2,500 |
2.050
Ask Size: 2,500 |
Taiwan Semiconductor... |
150.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM4D8C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.32 |
| Parity: |
-0.34 |
| Time value: |
2.43 |
| Break-even: |
174.30 |
| Moneyness: |
0.98 |
| Premium: |
0.19 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
3.49 |
| Rho: |
0.28 |
Quote data
| Open: |
2.120 |
| High: |
2.130 |
| Low: |
1.950 |
| Previous Close: |
2.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.48% |
| 1 Month |
|
|
-44.93% |
| 3 Months |
|
|
+81.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.170 |
| 1M High / 1M Low: |
4.830 |
2.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
