UBS Call 150 TSM 20.06.2025
/ DE000UM365C4
UBS Call 150 TSM 20.06.2025/ DE000UM365C4 /
2024-06-28 9:59:53 PM |
Chg.+0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.210EUR |
+4.47% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
150.00 - |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.56 |
Historic volatility: |
0.29 |
Parity: |
1.22 |
Time value: |
3.07 |
Break-even: |
192.90 |
Moneyness: |
1.08 |
Premium: |
0.19 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.08 |
Spread %: |
1.90% |
Delta: |
0.69 |
Theta: |
-0.05 |
Omega: |
2.59 |
Rho: |
0.67 |
Quote data
Open: |
4.120 |
High: |
4.430 |
Low: |
4.090 |
Previous Close: |
4.030 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.32% |
1 Month |
|
|
+55.93% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.210 |
3.820 |
1M High / 1M Low: |
5.420 |
2.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.749 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |