Login
Call Warrant
Symbol:
FHELRU
ISIN:
CH1246593128
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.220 | ||||
| Diff. absolute / % | 0.07 | +31.82% | |||
Determined prices
| Last Price | 0.260 | Volume | 15,000 | |
| Time | 11:19:01 | Date | 11/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1246593128 |
| Valor | 124659312 |
| Symbol | FHELRU |
| Strike | 120.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/03/2023 |
| Date of maturity | 25/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Intrinsic value | 0.17 |
| Time value | 0.07 |
| Implied volatility | 0.27% |
| Leverage | 13.54 |
| Delta | 0.78 |
| Gamma | 0.05 |
| Vega | 0.15 |
| Distance to Strike | -5.40 |
| Distance to Strike in % | -4.31% |
market maker quality Date: 15/07/2024
| Average Spread | 5.05% |
| Last Best Bid Price | 0.21 CHF |
| Last Best Ask Price | 0.22 CHF |
| Last Best Bid Volume | 165,695 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 158,444 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 35,645 CHF |
| Average Sell Value | 11,857 CHF |
| Spreads Availability Ratio | 99.73% |
| Quote Availability | 99.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)