UBS Put 130 TSM 20.12.2024
/ DE000UM4B1Z7
UBS Put 130 TSM 20.12.2024/ DE000UM4B1Z7 /
| 8/6/2024 4:19:06 PM |
Chg.-0.190 |
Bid4:19:06 PM |
Ask4:19:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-18.63% |
0.830
Bid Size: 7,500 |
0.900
Ask Size: 7,500 |
Taiwan Semiconductor... |
130.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
UM4B1Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-0.51 |
| Time value: |
1.09 |
| Break-even: |
119.10 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.07 |
| Spread %: |
6.86% |
| Delta: |
-0.37 |
| Theta: |
-0.04 |
| Omega: |
-4.60 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.930 |
| High: |
1.010 |
| Low: |
0.820 |
| Previous Close: |
1.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.57% |
| 1 Month |
|
|
+112.82% |
| 3 Months |
|
|
+9.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.520 |
| 1M High / 1M Low: |
1.020 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
