UBS Put 145 TSM 19.12.2025
/ DE000UM37ZE9
UBS Put 145 TSM 19.12.2025/ DE000UM37ZE9 /
9/11/2024 9:54:20 PM |
Chg.-0.190 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.650EUR |
-10.33% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
12/19/2025 |
Put |
Master data
WKN: |
UM37ZE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
145.00 - |
Maturity: |
12/19/2025 |
Issue date: |
4/10/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.33 |
Parity: |
-0.24 |
Time value: |
1.88 |
Break-even: |
126.20 |
Moneyness: |
0.98 |
Premium: |
0.14 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
2.17% |
Delta: |
-0.36 |
Theta: |
-0.02 |
Omega: |
-2.84 |
Rho: |
-0.92 |
Quote data
Open: |
1.840 |
High: |
1.890 |
Low: |
1.650 |
Previous Close: |
1.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-12.70% |
3 Months |
|
|
-2.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
1.790 |
1M High / 1M Low: |
1.940 |
1.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.710 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |