UBS Put 135 TSM 20.12.2024
/ DE000UM378C7
UBS Put 135 TSM 20.12.2024/ DE000UM378C7 /
| 06/08/2024 18:42:13 |
Chg.-0.300 |
Bid18:42:13 |
Ask18:42:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-25.42% |
0.880
Bid Size: 7,500 |
0.950
Ask Size: 7,500 |
Taiwan Semiconductor... |
135.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
UM378C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
-0.01 |
| Time value: |
1.26 |
| Break-even: |
122.40 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.08 |
| Spread %: |
6.78% |
| Delta: |
-0.43 |
| Theta: |
-0.04 |
| Omega: |
-4.58 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.070 |
| High: |
1.170 |
| Low: |
0.870 |
| Previous Close: |
1.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
+95.56% |
| 3 Months |
|
|
-6.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.620 |
| 1M High / 1M Low: |
1.180 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.648 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
