UBS Call 150 TSM 21.03.2025
/ DE000UM4KMX7
UBS Call 150 TSM 21.03.2025/ DE000UM4KMX7 /
11/09/2024 21:54:48 |
Chg.+0.510 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.160EUR |
+19.25% |
- Bid Size: - |
- Ask Size: - |
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: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.33 |
Parity: |
-0.26 |
Time value: |
2.67 |
Break-even: |
176.70 |
Moneyness: |
0.98 |
Premium: |
0.20 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
0.59 |
Theta: |
-0.07 |
Omega: |
3.26 |
Rho: |
0.32 |
Quote data
Open: |
2.580 |
High: |
3.170 |
Low: |
2.580 |
Previous Close: |
2.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.54% |
1 Month |
|
|
-1.56% |
3 Months |
|
|
-1.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
2.330 |
1M High / 1M Low: |
3.590 |
2.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |