UBS Call 155 TSM 20.06.2025
/ DE000UM35TC0
UBS Call 155 TSM 20.06.2025/ DE000UM35TC0 /
| 10/07/2024 21:56:47 |
Chg.+0.480 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.130EUR |
+10.32% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.29 |
| Parity: |
1.56 |
| Time value: |
3.17 |
| Break-even: |
202.30 |
| Moneyness: |
1.10 |
| Premium: |
0.19 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
1.72% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
2.51 |
| Rho: |
0.68 |
Quote data
| Open: |
4.830 |
| High: |
5.150 |
| Low: |
4.810 |
| Previous Close: |
4.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+57.85% |
| 3 Months |
|
|
+130.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.130 |
4.600 |
| 1M High / 1M Low: |
5.130 |
3.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
