UBS Put 145 TSM 17.01.2025
/ DE000UM4JK43
UBS Put 145 TSM 17.01.2025/ DE000UM4JK43 /
| 11/07/2024 11:21:38 |
Chg.-0.030 |
Bid11:21:38 |
Ask11:21:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-4.92% |
0.580
Bid Size: 2,500 |
0.690
Ask Size: 2,500 |
Taiwan Semiconductor... |
145.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
UM4JK4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
10/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-3.14 |
| Time value: |
0.69 |
| Break-even: |
138.10 |
| Moneyness: |
0.82 |
| Premium: |
0.22 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.08 |
| Spread %: |
13.11% |
| Delta: |
-0.20 |
| Theta: |
-0.04 |
| Omega: |
-5.03 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.550 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-40.21% |
| 3 Months |
|
|
-61.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.610 |
| 1M High / 1M Low: |
1.010 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.833 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
