SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:47:00 |
![]() |
2.360
|
2.400
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 2.500 | ||||
Diff. absolute / % | -0.14 | -5.60% |
Last Price | 1.940 | Volume | 470 | |
Time | 13:06:07 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589943197 |
Valor | 58994319 |
Symbol | ZURUGU |
Strike | 360.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 2.26 |
Time value | 0.07 |
Implied volatility | 0.42% |
Leverage | 4.06 |
Delta | 1.00 |
Distance to Strike | 112.90 |
Distance to Strike in % | 23.87% |
Average Spread | 0.92% |
Last Best Bid Price | 2.48 CHF |
Last Best Ask Price | 2.50 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 254,918 CHF |
Average Sell Value | 257,281 CHF |
Spreads Availability Ratio | 50.28% |
Quote Availability | 50.28% |