UBS Call 150 TSM 20.12.2024
/ DE000UM36WE8
UBS Call 150 TSM 20.12.2024/ DE000UM36WE8 /
| 14/11/2024 19:25:06 |
Chg.+0.050 |
Bid21:56:51 |
Ask21:56:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+1.28% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
150.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM36WE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.36 |
| Parity: |
2.67 |
| Time value: |
1.11 |
| Break-even: |
187.80 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.75 |
| Theta: |
-0.27 |
| Omega: |
3.49 |
| Rho: |
0.09 |
Quote data
| Open: |
3.830 |
| High: |
4.100 |
| Low: |
3.810 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.00% |
| 1 Month |
|
|
-8.35% |
| 3 Months |
|
|
+33.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.090 |
3.900 |
| 1M High / 1M Low: |
5.350 |
3.870 |
| 6M High / 6M Low: |
5.350 |
1.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.46% |
| Volatility 6M: |
|
171.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
