UBS Call 170 TSM 20.12.2024
/ DE000UM5XS95
UBS Call 170 TSM 20.12.2024/ DE000UM5XS95 /
| 10/10/2024 21:54:57 |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM5XS9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
1.57 |
| Time value: |
0.86 |
| Break-even: |
179.67 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
2.97% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
5.04 |
| Rho: |
0.19 |
Quote data
| Open: |
2.400 |
| High: |
2.410 |
| Low: |
2.210 |
| Previous Close: |
2.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
+45.91% |
| 3 Months |
|
|
-21.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
2.010 |
| 1M High / 1M Low: |
2.470 |
1.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
