UBS Call 170 TSM 19.12.2025
/ DE000UM6BM47
UBS Call 170 TSM 19.12.2025/ DE000UM6BM47 /
11/10/2024 15:15:50 |
Chg.+0.070 |
Bid15:15:50 |
Ask15:15:50 |
Underlying |
Strike price |
Expiration date |
Option type |
4.170EUR |
+1.71% |
4.170 Bid Size: 2,500 |
4.220 Ask Size: 2,500 |
Taiwan Semiconductor... |
170.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
UM6BM4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.50 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
1.44 |
Time value: |
2.69 |
Break-even: |
196.78 |
Moneyness: |
1.09 |
Premium: |
0.16 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
0.73% |
Delta: |
0.69 |
Theta: |
-0.04 |
Omega: |
2.85 |
Rho: |
0.91 |
Quote data
Open: |
4.210 |
High: |
4.230 |
Low: |
4.160 |
Previous Close: |
4.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.50% |
1 Month |
|
|
+31.55% |
3 Months |
|
|
-9.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.120 |
3.740 |
1M High / 1M Low: |
4.130 |
2.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.548 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |