UBS Put 145 TSM 20.09.2024
/ DE000UM4APZ6
UBS Put 145 TSM 20.09.2024/ DE000UM4APZ6 /
| 17/07/2024 10:05:57 |
Chg.+0.040 |
Bid10:05:57 |
Ask10:05:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+13.79% |
0.330
Bid Size: 2,500 |
0.380
Ask Size: 2,500 |
Taiwan Semiconductor... |
145.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-53.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-2.56 |
| Time value: |
0.32 |
| Break-even: |
141.80 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.17 |
| Theta: |
-0.06 |
| Omega: |
-8.86 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.00% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-78.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.560 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
