UBS Put 135 TSM 20.09.2024
/ DE000UM378E3
UBS Put 135 TSM 20.09.2024/ DE000UM378E3 /
| 2024-07-10 9:56:47 PM |
Chg.-0.034 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
-14.78% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
135.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
UM378E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.29 |
| Parity: |
-3.56 |
| Time value: |
0.31 |
| Break-even: |
131.90 |
| Moneyness: |
0.79 |
| Premium: |
0.23 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.08 |
| Spread %: |
34.78% |
| Delta: |
-0.13 |
| Theta: |
-0.06 |
| Omega: |
-7.31 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.189 |
| High: |
0.216 |
| Low: |
0.184 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.09% |
| 1 Month |
|
|
-49.74% |
| 3 Months |
|
|
-74.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.196 |
| 1M High / 1M Low: |
0.390 |
0.196 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
