UBS Put 130 TSM 20.12.2024
/ DE000UM4B1Z7
UBS Put 130 TSM 20.12.2024/ DE000UM4B1Z7 /
9/11/2024 9:51:38 PM |
Chg.-0.080 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
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: |
-28.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.33 |
Parity: |
-1.74 |
Time value: |
0.52 |
Break-even: |
124.80 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.04 |
Spread %: |
8.33% |
Delta: |
-0.24 |
Theta: |
-0.05 |
Omega: |
-6.74 |
Rho: |
-0.11 |
Quote data
Open: |
0.470 |
High: |
0.500 |
Low: |
0.400 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.57% |
1 Month |
|
|
-32.20% |
3 Months |
|
|
-28.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.470 |
1M High / 1M Low: |
0.570 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.455 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |