UBS Call 170 TSM 19.12.2025
/ DE000UM6BM47
UBS Call 170 TSM 19.12.2025/ DE000UM6BM47 /
| 2024-09-06 9:54:46 PM |
Chg.-0.340 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
-12.19% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
170.00 USD |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-1.19 |
| Time value: |
2.52 |
| Break-even: |
178.56 |
| Moneyness: |
0.92 |
| Premium: |
0.26 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
2.86% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
3.19 |
| Rho: |
0.71 |
Quote data
| Open: |
2.830 |
| High: |
2.890 |
| Low: |
2.420 |
| Previous Close: |
2.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.38% |
| 1 Month |
|
|
-21.97% |
| 3 Months |
|
|
-19.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.450 |
| 1M High / 1M Low: |
3.600 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
