UBS Put 145 TSM 21.03.2025
/ DE000UM4KMV1
UBS Put 145 TSM 21.03.2025/ DE000UM4KMV1 /
8/6/2024 9:56:51 PM |
Chg.-0.320 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.530EUR |
-17.30% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
145.00 - |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
4/10/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.73 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.36 |
Historic volatility: |
0.31 |
Parity: |
0.99 |
Time value: |
0.93 |
Break-even: |
125.80 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.07 |
Spread %: |
3.78% |
Delta: |
-0.51 |
Theta: |
-0.02 |
Omega: |
-3.60 |
Rho: |
-0.55 |
Quote data
Open: |
1.710 |
High: |
1.840 |
Low: |
1.430 |
Previous Close: |
1.850 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.25% |
1 Month |
|
|
+77.91% |
3 Months |
|
|
-4.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.850 |
1.140 |
1M High / 1M Low: |
1.850 |
0.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.502 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.160 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |