UBS Put 145 TSM 19.12.2025
/ DE000UM37ZE9
UBS Put 145 TSM 19.12.2025/ DE000UM37ZE9 /
| 2024-07-10 9:55:07 PM |
Chg.-0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-7.28% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-2.56 |
| Time value: |
1.58 |
| Break-even: |
129.20 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
4.64% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-2.66 |
| Rho: |
-0.83 |
Quote data
| Open: |
1.420 |
| High: |
1.460 |
| Low: |
1.390 |
| Previous Close: |
1.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.41% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.400 |
| 1M High / 1M Low: |
1.840 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
