UBS Call 150 TSM 20.12.2024
/ DE000UM36WE8
UBS Call 150 TSM 20.12.2024/ DE000UM36WE8 /
| 2024-08-06 10:52:58 AM |
Chg.+0.110 |
Bid10:52:58 AM |
Ask10:52:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+6.36% |
1.840
Bid Size: 2,500 |
1.930
Ask Size: 2,500 |
Taiwan Semiconductor... |
150.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.31 |
| Parity: |
-1.49 |
| Time value: |
1.80 |
| Break-even: |
168.00 |
| Moneyness: |
0.90 |
| Premium: |
0.24 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.07 |
| Spread %: |
4.05% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
3.75 |
| Rho: |
0.18 |
Quote data
| Open: |
1.950 |
| High: |
2.030 |
| Low: |
1.780 |
| Previous Close: |
1.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.36% |
| 1 Month |
|
|
-55.66% |
| 3 Months |
|
|
+41.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.690 |
1.730 |
| 1M High / 1M Low: |
4.710 |
1.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
