UBS Put 145 TSM 16.01.2026
/ DE000UM4JJR7
UBS Put 145 TSM 16.01.2026/ DE000UM4JJR7 /
| 07/08/2024 11:43:53 |
Chg.-0.120 |
Bid11:43:53 |
Ask11:43:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-5.36% |
2.120
Bid Size: 2,500 |
2.160
Ask Size: 2,500 |
Taiwan Semiconductor... |
145.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
10/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
2.03 |
| Break-even: |
121.90 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
3.13% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-2.36 |
| Rho: |
-1.12 |
Quote data
| Open: |
2.150 |
| High: |
2.210 |
| Low: |
2.110 |
| Previous Close: |
2.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.37% |
| 1 Month |
|
|
+39.47% |
| 3 Months |
|
|
-2.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.580 |
1.870 |
| 1M High / 1M Low: |
2.580 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
