UBS Put 145 TSM 16.01.2026
/ DE000UM4JJR7
UBS Put 145 TSM 16.01.2026/ DE000UM4JJR7 /
2024-09-11 9:52:55 PM |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.710EUR |
-9.52% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
2026-01-16 |
Put |
Master data
WKN: |
UM4JJR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-10 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.33 |
Parity: |
-0.24 |
Time value: |
1.90 |
Break-even: |
126.00 |
Moneyness: |
0.98 |
Premium: |
0.15 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
-0.36 |
Theta: |
-0.02 |
Omega: |
-2.79 |
Rho: |
-0.97 |
Quote data
Open: |
1.890 |
High: |
1.950 |
Low: |
1.710 |
Previous Close: |
1.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.94% |
1 Month |
|
|
-11.86% |
3 Months |
|
|
-1.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
1.850 |
1M High / 1M Low: |
2.000 |
1.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.910 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.762 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |