UBS Put 130 TSM 16.01.2026
/ DE000UM4B1Y0
UBS Put 130 TSM 16.01.2026/ DE000UM4B1Y0 /
9/11/2024 9:52:57 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
-10.14% |
- Bid Size: - |
- Ask Size: - |
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: |
-10.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.33 |
Parity: |
-1.74 |
Time value: |
1.45 |
Break-even: |
115.50 |
Moneyness: |
0.88 |
Premium: |
0.22 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.08 |
Spread %: |
5.84% |
Delta: |
-0.27 |
Theta: |
-0.02 |
Omega: |
-2.76 |
Rho: |
-0.74 |
Quote data
Open: |
1.370 |
High: |
1.420 |
Low: |
1.240 |
Previous Close: |
1.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.79% |
1 Month |
|
|
-13.89% |
3 Months |
|
|
-0.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.340 |
1M High / 1M Low: |
1.450 |
1.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.286 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |