SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:27:00 |
![]() |
0.080
|
0.090
|
CHF |
Volume |
500,000
|
100,000
|
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.02 | -18.18% |
Last Price | 0.110 | Volume | 100,000 | |
Time | 11:55:14 | Date | 21/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147779081 |
Valor | 114777908 |
Symbol | HSSMHU |
Strike | 13,500.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 27/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.11% |
Leverage | 23.23 |
Delta | 0.07 |
Gamma | 0.00 |
Vega | 10.31 |
Distance to Strike | -1,288.57 |
Distance to Strike in % | -10.55% |
Average Spread | 10.94% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 382,837 |
Average Sell Volume | 100,000 |
Average Buy Value | 43,825 CHF |
Average Sell Value | 12,813 CHF |
Spreads Availability Ratio | 93.66% |
Quote Availability | 93.66% |