UBS Call 155 TSM 20.12.2024
/ DE000UM4GAL5
UBS Call 155 TSM 20.12.2024/ DE000UM4GAL5 /
| 11/14/2024 9:37:57 PM |
Chg.+0.110 |
Bid9:37:57 PM |
Ask9:37:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
+3.32% |
3.420
Bid Size: 5,000 |
3.450
Ask Size: 5,000 |
Taiwan Semiconductor... |
155.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.36 |
| Parity: |
2.17 |
| Time value: |
1.17 |
| Break-even: |
188.40 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
0.91% |
| Delta: |
0.72 |
| Theta: |
-0.26 |
| Omega: |
3.81 |
| Rho: |
0.09 |
Quote data
| Open: |
3.380 |
| High: |
3.830 |
| Low: |
3.330 |
| Previous Close: |
3.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.33% |
| 1 Month |
|
|
-12.76% |
| 3 Months |
|
|
+32.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.630 |
3.310 |
| 1M High / 1M Low: |
5.140 |
3.310 |
| 6M High / 6M Low: |
5.140 |
1.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.62% |
| Volatility 6M: |
|
190.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
