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: |
|
- |