UBS Put 135 TSM 20.09.2024
/ DE000UM378E3
UBS Put 135 TSM 20.09.2024/ DE000UM378E3 /
| 16/08/2024 12:12:16 |
Chg.-0.011 |
Bid12:12:16 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
-5.58% |
0.186
Bid Size: 2,500 |
-
Ask Size: - |
Taiwan Semiconductor... |
135.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
-2.35 |
| Time value: |
0.20 |
| Break-even: |
132.97 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
3.76 |
| Spread abs.: |
0.01 |
| Spread %: |
3.05% |
| Delta: |
-0.14 |
| Theta: |
-0.08 |
| Omega: |
-11.00 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.171 |
| High: |
0.186 |
| Low: |
0.170 |
| Previous Close: |
0.197 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.00% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
-56.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.197 |
| 1M High / 1M Low: |
0.710 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.355 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
