SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:46:00 |
![]() |
0.990
|
1.010
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 1.090 | ||||
Diff. absolute / % | -0.10 | -9.17% |
Last Price | 1.100 | Volume | 30,000 | |
Time | 16:14:30 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147779198 |
Valor | 114777919 |
Symbol | CZUREU |
Strike | 450.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.46 |
Time value | 0.51 |
Implied volatility | 0.22% |
Leverage | 6.52 |
Delta | 0.67 |
Gamma | 0.01 |
Vega | 1.61 |
Distance to Strike | 22.90 |
Distance to Strike in % | 4.84% |
Average Spread | 1.27% |
Last Best Bid Price | 1.07 CHF |
Last Best Ask Price | 1.09 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 | 111,238 CHF |
Average Sell Value | 112,654 CHF |
Spreads Availability Ratio | 89.97% |
Quote Availability | 89.97% |