UBS Put 145 TSM 20.09.2024
/ DE000UM4APZ6
UBS Put 145 TSM 20.09.2024/ DE000UM4APZ6 /
| 2024-07-31 7:33:11 PM |
Chg.-0.250 |
Bid9:55:23 PM |
Ask9:55:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-36.23% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
UM4APZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.31 |
| Parity: |
0.21 |
| Time value: |
0.47 |
| Break-even: |
138.20 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
4.62% |
| Delta: |
-0.52 |
| Theta: |
-0.05 |
| Omega: |
-10.82 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.430 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.98% |
| 1 Month |
|
|
+7.32% |
| 3 Months |
|
|
-68.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.500 |
| 1M High / 1M Low: |
0.690 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
