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: |
|
- |
