UBS Call 165 TSM 20.12.2024
/ DE000UM5T8X6
UBS Call 165 TSM 20.12.2024/ DE000UM5T8X6 /
| 06/09/2024 21:54:55 |
Chg.-0.280 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-19.05% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
165.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM5T8X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.33 |
| Parity: |
-0.74 |
| Time value: |
1.26 |
| Break-even: |
161.45 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.07 |
| Spread %: |
5.88% |
| Delta: |
0.49 |
| Theta: |
-0.08 |
| Omega: |
5.53 |
| Rho: |
0.16 |
Quote data
| Open: |
1.510 |
| High: |
1.570 |
| Low: |
1.150 |
| Previous Close: |
1.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.70% |
| 1 Month |
|
|
-35.68% |
| 3 Months |
|
|
-38.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.190 |
| 1M High / 1M Low: |
2.240 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.872 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
