UBS Call 195 TSM 20.12.2024/  DE000UM7DHW7  /

UBS Investment Bank
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:   -