UBS Put 130 TSM 20.06.2025
/ DE000UM37ZG4
UBS Put 130 TSM 20.06.2025/ DE000UM37ZG4 /
| 2024-07-10 9:56:23 PM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-9.46% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
130.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
UM37ZG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-4.06 |
| Time value: |
0.81 |
| Break-even: |
121.90 |
| Moneyness: |
0.76 |
| Premium: |
0.29 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
9.46% |
| Delta: |
-0.17 |
| Theta: |
-0.02 |
| Omega: |
-3.64 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.670 |
| High: |
0.720 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
-23.86% |
| 3 Months |
|
|
-45.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.670 |
| 1M High / 1M Low: |
0.990 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.832 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
