SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:15:00 |
![]() |
1.130
|
1.150
|
CHF |
Volume |
50,000
|
50,000
|
Closing prev. day | 1.370 | ||||
Diff. absolute / % | -0.24 | -17.52% |
Last Price | 1.300 | Volume | 6,000 | |
Time | 10:12:12 | Date | 17/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589946828 |
Valor | 58994682 |
Symbol | WYSREU |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 | 0.87 |
Time value | 0.31 |
Implied volatility | 0.29% |
Leverage | 7.06 |
Delta | 0.76 |
Gamma | 0.03 |
Vega | 0.20 |
Distance to Strike | 8.80 |
Distance to Strike in % | 8.09% |
Average Spread | 1.19% |
Last Best Bid Price | 1.37 CHF |
Last Best Ask Price | 1.39 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 70,174 CHF |
Average Sell Value | 71,015 CHF |
Spreads Availability Ratio | 96.20% |
Quote Availability | 96.20% |