UBS Put 135 TSM 20.09.2024
/ DE000UM378E3
UBS Put 135 TSM 20.09.2024/ DE000UM378E3 /
| 8/6/2024 4:25:02 PM |
Chg.-0.200 |
Bid4:25:02 PM |
Ask4:25:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-28.17% |
0.510
Bid Size: 7,500 |
0.580
Ask Size: 7,500 |
Taiwan Semiconductor... |
135.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-0.01 |
| Time value: |
0.79 |
| Break-even: |
127.10 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
-0.46 |
| Theta: |
-0.08 |
| Omega: |
-7.80 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.620 |
| High: |
0.700 |
| Low: |
0.500 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+125.66% |
| 3 Months |
|
|
-27.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.280 |
| 1M High / 1M Low: |
0.710 |
0.196 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
