UBS Call 155 TSM 21.03.2025
/ DE000UM4DZF1
UBS Call 155 TSM 21.03.2025/ DE000UM4DZF1 /
| 10/11/2024 2:23:37 PM |
Chg.+0.140 |
Bid2:23:37 PM |
Ask2:23:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.000EUR |
+3.63% |
4.000
Bid Size: 2,500 |
4.050
Ask Size: 2,500 |
Taiwan Semiconductor... |
155.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM4DZF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.34 |
| Parity: |
1.49 |
| Time value: |
2.39 |
| Break-even: |
193.80 |
| Moneyness: |
1.10 |
| Premium: |
0.14 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.68 |
| Theta: |
-0.09 |
| Omega: |
2.97 |
| Rho: |
0.34 |
Quote data
| Open: |
3.990 |
| High: |
4.010 |
| Low: |
3.930 |
| Previous Close: |
3.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.27% |
| 1 Month |
|
|
+38.89% |
| 3 Months |
|
|
-7.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.890 |
3.470 |
| 1M High / 1M Low: |
3.930 |
2.620 |
| 6M High / 6M Low: |
4.780 |
0.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.768 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.46% |
| Volatility 6M: |
|
164.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
