UBS Put 145 TSM 21.03.2025
/ DE000UM4KMV1
UBS Put 145 TSM 21.03.2025/ DE000UM4KMV1 /
| 2024-07-31 7:26:50 PM |
Chg.-0.300 |
Bid9:56:43 PM |
Ask9:56:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-20.41% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
UM4KMV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.21 |
| Time value: |
1.25 |
| Break-even: |
130.40 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-4.25 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.260 |
| High: |
1.270 |
| Low: |
1.170 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
-35.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.240 |
| 1M High / 1M Low: |
1.470 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
