UBS Put 140 TSM 17.01.2025
/ DE000UM4DZD6
UBS Put 140 TSM 17.01.2025/ DE000UM4DZD6 /
11/09/2024 21:51:55 |
Chg.-0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-16.46% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
17/01/2025 |
Put |
Master data
WKN: |
UM4DZD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 - |
Maturity: |
17/01/2025 |
Issue date: |
10/04/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.33 |
Parity: |
-0.74 |
Time value: |
0.86 |
Break-even: |
131.40 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.07 |
Spread %: |
8.86% |
Delta: |
-0.35 |
Theta: |
-0.04 |
Omega: |
-5.92 |
Rho: |
-0.21 |
Quote data
Open: |
0.780 |
High: |
0.830 |
Low: |
0.660 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-23.26% |
3 Months |
|
|
-10.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.660 |
1M High / 1M Low: |
0.910 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |