UBS Call 150 TSM 21.03.2025
/ DE000UM4KMX7
UBS Call 150 TSM 21.03.2025/ DE000UM4KMX7 /
| 18/11/2024 08:17:37 |
Chg.+0.060 |
Bid08:17:37 |
Ask08:17:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.220EUR |
+1.44% |
4.220
Bid Size: 2,000 |
4.300
Ask Size: 2,000 |
Taiwan Semiconductor... |
150.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM4KMX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.37 |
| Parity: |
2.67 |
| Time value: |
1.51 |
| Break-even: |
191.80 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
3.12 |
| Rho: |
0.30 |
Quote data
| Open: |
4.230 |
| High: |
4.250 |
| Low: |
4.200 |
| Previous Close: |
4.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.27% |
| 1 Month |
|
|
-22.99% |
| 3 Months |
|
|
+17.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.810 |
4.160 |
| 1M High / 1M Low: |
5.650 |
4.160 |
| 6M High / 6M Low: |
5.920 |
2.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.678 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.20% |
| Volatility 6M: |
|
153.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
