UBS Call 155 TSM 19.12.2025
/ DE000UM4GAK7
UBS Call 155 TSM 19.12.2025/ DE000UM4GAK7 /
| 2024-10-10 7:39:34 PM |
Chg.+0.110 |
Bid9:54:49 PM |
Ask9:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.920EUR |
+2.29% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM4GAK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
1.60 |
| Time value: |
3.39 |
| Break-even: |
204.90 |
| Moneyness: |
1.10 |
| Premium: |
0.20 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
1.63% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
2.41 |
| Rho: |
0.84 |
Quote data
| Open: |
4.950 |
| High: |
4.960 |
| Low: |
4.800 |
| Previous Close: |
4.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.33% |
| 1 Month |
|
|
+33.70% |
| 3 Months |
|
|
-7.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.920 |
4.380 |
| 1M High / 1M Low: |
4.920 |
3.630 |
| 6M High / 6M Low: |
5.730 |
1.610 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.698 |
| Avg. volume 6M: |
|
15.385 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.64% |
| Volatility 6M: |
|
121.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
