UBS Put 140 TSM 20.06.2025
/ DE000UM378D5
UBS Put 140 TSM 20.06.2025/ DE000UM378D5 /
| 9/12/2024 10:07:37 AM |
Chg.-0.010 |
Bid10:07:37 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-0.93% |
1.060
Bid Size: 2,500 |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
6/20/2025 |
Put |
Master data
| WKN: |
UM378D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
4/10/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-1.46 |
| Time value: |
1.20 |
| Break-even: |
128.00 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.13 |
| Spread %: |
12.15% |
| Delta: |
-0.30 |
| Theta: |
-0.03 |
| Omega: |
-3.80 |
| Rho: |
-0.44 |
Quote data
| Open: |
1.020 |
| High: |
1.060 |
| Low: |
1.020 |
| Previous Close: |
1.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
-16.54% |
| 3 Months |
|
|
+0.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.070 |
| 1M High / 1M Low: |
1.330 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
