SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:13:00 |
![]() |
1.210
|
1.220
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 1.360 | ||||
Diff. absolute / % | -0.15 | -11.03% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1216728860 |
Valor | 121672886 |
Symbol | HZURPU |
Strike | 420.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2022 |
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 |
Intrinsic value | 1.04 |
Time value | 0.15 |
Implied volatility | 0.28% |
Leverage | 7.94 |
Delta | 1.00 |
Distance to Strike | -54.50 |
Distance to Strike in % | -11.49% |
Average Spread | 1.75% |
Last Best Bid Price | 1.34 CHF |
Last Best Ask Price | 1.36 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 | 138,932 CHF |
Average Sell Value | 141,382 CHF |
Spreads Availability Ratio | 89.98% |
Quote Availability | 89.98% |