UBS Call 195 TSM 20.12.2024
/ DE000UM7DHW7
UBS Call 195 TSM 20.12.2024/ DE000UM7DHW7 /
11/14/2024 4:12:21 PM |
Chg.+0.170 |
Bid4:12:21 PM |
Ask4:12:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
+23.61% |
0.890 Bid Size: 5,000 |
0.920 Ask Size: 5,000 |
Taiwan Semiconductor... |
195.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UM7DHW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
195.00 - |
Maturity: |
12/20/2024 |
Issue date: |
6/18/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.36 |
Parity: |
-1.83 |
Time value: |
0.75 |
Break-even: |
202.50 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
2.99 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.35 |
Theta: |
-0.19 |
Omega: |
8.28 |
Rho: |
0.05 |
Quote data
Open: |
0.730 |
High: |
0.950 |
Low: |
0.710 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.62% |
1 Month |
|
|
-32.06% |
3 Months |
|
|
-2.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
0.720 |
1M High / 1M Low: |
2.100 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
420.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |