UBS Call 155 TSM 20.06.2025
/ DE000UM35TC0
UBS Call 155 TSM 20.06.2025/ DE000UM35TC0 /
| 2024-11-15 9:56:44 PM |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.200EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM35TC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
2.17 |
| Time value: |
2.05 |
| Break-even: |
197.20 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
2.98 |
| Rho: |
0.50 |
Quote data
| Open: |
4.330 |
| High: |
4.430 |
| Low: |
4.110 |
| Previous Close: |
4.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-22.65% |
| 3 Months |
|
|
+15.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.800 |
4.200 |
| 1M High / 1M Low: |
5.610 |
4.200 |
| 6M High / 6M Low: |
5.850 |
2.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.729 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.84% |
| Volatility 6M: |
|
144.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
