SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:15:00 |
![]() |
0.010
|
0.030
|
CHF |
Volume |
100,000
|
50,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -50.00% |
Last Price | 0.030 | Volume | 20,000 | |
Time | 09:15:41 | Date | 23/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1170495829 |
Valor | 117049582 |
Symbol | GUHROU |
Strike | 260.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 |
Implied volatility | 0.42% |
Delta | 0.08 |
Gamma | 0.00 |
Vega | 0.16 |
Distance to Strike | -88.80 |
Distance to Strike in % | -51.87% |
Average Spread | 68.40% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 244,070 |
Average Sell Volume | 100,000 |
Average Buy Value | 2,441 CHF |
Average Sell Value | 2,052 CHF |
Spreads Availability Ratio | 18.80% |
Quote Availability | 40.50% |