UBS Put 140 TSM 20.06.2025
/ DE000UM378D5
UBS Put 140 TSM 20.06.2025/ DE000UM378D5 /
11/10/2024 21:54:42 |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-8.57% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
140.00 - |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
10/04/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.34 |
Parity: |
-3.45 |
Time value: |
0.64 |
Break-even: |
133.60 |
Moneyness: |
0.80 |
Premium: |
0.23 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.18 |
Theta: |
-0.03 |
Omega: |
-4.90 |
Rho: |
-0.26 |
Quote data
Open: |
0.650 |
High: |
0.670 |
Low: |
0.630 |
Previous Close: |
0.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.67% |
1 Month |
|
|
-34.69% |
3 Months |
|
|
-31.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.750 |
0.640 |
1M High / 1M Low: |
1.060 |
0.640 |
6M High / 6M Low: |
2.190 |
0.640 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.836 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.67% |
Volatility 6M: |
|
132.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |