UBS Call 150 TSM 20.06.2025
/ DE000UM365C4
UBS Call 150 TSM 20.06.2025/ DE000UM365C4 /
| 10/07/2024 21:56:47 |
Chg.+0.490 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.440EUR |
+9.90% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.29 |
| Parity: |
2.06 |
| Time value: |
2.96 |
| Break-even: |
200.20 |
| Moneyness: |
1.14 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.07 |
| Spread %: |
1.41% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
2.43 |
| Rho: |
0.68 |
Quote data
| Open: |
5.130 |
| High: |
5.460 |
| Low: |
5.110 |
| Previous Close: |
4.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
+54.99% |
| 3 Months |
|
|
+124.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.440 |
4.900 |
| 1M High / 1M Low: |
5.440 |
3.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
