UBS Put 120 TSM 19.12.2025
/ DE000UM48934
UBS Put 120 TSM 19.12.2025/ DE000UM48934 /
06/09/2024 08:44:12 |
Chg.-0.060 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
-5.77% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
120.00 USD |
19/12/2025 |
Put |
Master data
WKN: |
UM4893 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
24/04/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.33 |
Parity: |
-3.32 |
Time value: |
1.11 |
Break-even: |
97.15 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-2.52 |
Rho: |
-0.50 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
-17.65% |
3 Months |
|
|
+6.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.890 |
1M High / 1M Low: |
1.300 |
0.880 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |