UBS Call 150 TSM 20.06.2025
/ DE000UM365C4
UBS Call 150 TSM 20.06.2025/ DE000UM365C4 /
| 16/08/2024 09:09:55 |
Chg.+0.090 |
Bid09:09:55 |
Ask09:09:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
+2.31% |
3.990
Bid Size: 2,000 |
4.060
Ask Size: 2,000 |
Taiwan Semiconductor... |
150.00 - |
20/06/2025 |
Call |
Master data
| WKN: |
UM365C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.32 |
| Parity: |
0.44 |
| Time value: |
3.27 |
| Break-even: |
187.10 |
| Moneyness: |
1.03 |
| Premium: |
0.21 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
2.70 |
| Rho: |
0.53 |
Quote data
| Open: |
4.000 |
| High: |
4.010 |
| Low: |
3.970 |
| Previous Close: |
3.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.71% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
+66.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.540 |
| 1M High / 1M Low: |
5.040 |
2.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
