UBS Call 155 TSM 20.12.2024
/ DE000UM4GAL5
UBS Call 155 TSM 20.12.2024/ DE000UM4GAL5 /
| 02/08/2024 12:16:19 |
Chg.-0.380 |
Bid12:16:19 |
Ask12:16:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-18.91% |
1.630
Bid Size: 2,500 |
1.670
Ask Size: 2,500 |
Taiwan Semiconductor... |
155.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
UM4GAL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
-0.84 |
| Time value: |
2.04 |
| Break-even: |
175.40 |
| Moneyness: |
0.95 |
| Premium: |
0.20 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.54 |
| Theta: |
-0.09 |
| Omega: |
3.86 |
| Rho: |
0.22 |
Quote data
| Open: |
1.750 |
| High: |
1.750 |
| Low: |
1.590 |
| Previous Close: |
2.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.19% |
| 1 Month |
|
|
-49.22% |
| 3 Months |
|
|
+89.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.390 |
1.790 |
| 1M High / 1M Low: |
4.350 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
