SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:36:00 |
![]() |
1.850
|
1.860
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 2.000 | ||||
Diff. absolute / % | -0.12 | -6.00% |
Last Price | 1.650 | Volume | 1,070 | |
Time | 09:35:26 | Date | 04/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1152818931 |
Valor | 115281893 |
Symbol | ISSMZU |
Strike | 11,500.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 14/01/2022 |
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 |
Intrinsic value | 1.42 |
Time value | 0.44 |
Implied volatility | 0.15% |
Leverage | 11.29 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 17.77 |
Distance to Strike | 711.43 |
Distance to Strike in % | 5.83% |
Average Spread | 0.63% |
Last Best Bid Price | 1.99 CHF |
Last Best Ask Price | 2.00 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 | 210,906 CHF |
Average Sell Value | 212,243 CHF |
Spreads Availability Ratio | 93.64% |
Quote Availability | 93.64% |