UBS Call 155 TSM 20.09.2024
/ DE000UM4KN21
UBS Call 155 TSM 20.09.2024/ DE000UM4KN21 /
| 8/6/2024 6:40:49 PM |
Chg.+0.250 |
Bid6:40:49 PM |
Ask6:40:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+29.07% |
1.110
Bid Size: 7,500 |
1.180
Ask Size: 7,500 |
Taiwan Semiconductor... |
155.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM4KN2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.31 |
| Parity: |
-1.99 |
| Time value: |
0.93 |
| Break-even: |
164.30 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
3.89 |
| Spread abs.: |
0.07 |
| Spread %: |
8.14% |
| Delta: |
0.38 |
| Theta: |
-0.18 |
| Omega: |
5.59 |
| Rho: |
0.05 |
Quote data
| Open: |
1.040 |
| High: |
1.120 |
| Low: |
0.820 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-66.06% |
| 3 Months |
|
|
+46.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
0.860 |
| 1M High / 1M Low: |
3.830 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
