UBS Call 150 TSM 20.09.2024
/ DE000UM4KMQ1
UBS Call 150 TSM 20.09.2024/ DE000UM4KMQ1 /
| 2024-09-06 9:54:47 PM |
Chg.-0.460 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-31.51% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
150.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM4KMQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.33 |
| Parity: |
-0.85 |
| Time value: |
1.00 |
| Break-even: |
160.00 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
30.71 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.45 |
| Theta: |
-0.52 |
| Omega: |
6.38 |
| Rho: |
0.02 |
Quote data
| Open: |
1.520 |
| High: |
1.600 |
| Low: |
0.950 |
| Previous Close: |
1.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.49% |
| 1 Month |
|
|
-48.19% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.000 |
| 1M High / 1M Low: |
2.560 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
