SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
11:18:00 |
![]() |
1.840
|
1.860
|
CHF |
Volume |
250,000
|
250,000
|
Closing prev. day | 1.920 | ||||
Diff. absolute / % | -0.10 | -5.21% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1226794316 |
Valor | 122679431 |
Symbol | 8SSM5U |
Strike | 10,500.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 25/10/2022 |
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 | 1.71 |
Time value | 0.11 |
Implied volatility | 0.19% |
Leverage | 6.67 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 1.25 |
Distance to Strike | -1,736.67 |
Distance to Strike in % | -14.19% |
Average Spread | 1.18% |
Last Best Bid Price | 1.90 CHF |
Last Best Ask Price | 1.92 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 250,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 492,198 CHF |
Average Sell Value | 498,040 CHF |
Spreads Availability Ratio | 93.66% |
Quote Availability | 93.66% |