UBS Put 130 TSM 16.01.2026
/ DE000UM4B1Y0
UBS Put 130 TSM 16.01.2026/ DE000UM4B1Y0 /
2024-07-10 9:54:55 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-5.36% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
130.00 - |
2026-01-16 |
Put |
Master data
WKN: |
UM4B1Y |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-10 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.29 |
Parity: |
-4.06 |
Time value: |
1.20 |
Break-even: |
118.00 |
Moneyness: |
0.76 |
Premium: |
0.31 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.08 |
Spread %: |
7.14% |
Delta: |
-0.19 |
Theta: |
-0.02 |
Omega: |
-2.66 |
Rho: |
-0.67 |
Quote data
Open: |
1.050 |
High: |
1.100 |
Low: |
1.030 |
Previous Close: |
1.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.50% |
1 Month |
|
|
-15.20% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
1.060 |
1M High / 1M Low: |
1.370 |
1.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |