UBS Put 130 TSM 16.01.2026
/ DE000UM4B1Y0
UBS Put 130 TSM 16.01.2026/ DE000UM4B1Y0 /
| 8/6/2024 6:03:59 PM |
Chg.-0.250 |
Bid6:03:59 PM |
Ask6:03:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-13.02% |
1.670
Bid Size: 7,500 |
1.740
Ask Size: 7,500 |
Taiwan Semiconductor... |
130.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
4/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
-0.51 |
| Time value: |
1.99 |
| Break-even: |
110.10 |
| Moneyness: |
0.96 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
3.65% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-2.26 |
| Rho: |
-0.94 |
Quote data
| Open: |
1.810 |
| High: |
1.910 |
| Low: |
1.650 |
| Previous Close: |
1.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.70% |
| 1 Month |
|
|
+53.21% |
| 3 Months |
|
|
+15.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.350 |
| 1M High / 1M Low: |
1.920 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
