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Call Warrant
Symbol:
0SLHYU
ISIN:
CH1261079706
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
16:01:00 |
|
0.610
|
0.620
|
CHF |
| Volume |
90,000
|
75,000
|
||
Performance
| Closing prev. day | 0.620 | ||||
| Diff. absolute / % | -0.01 | -1.61% | |||
Determined prices
| Last Price | 0.620 | Volume | 5,000 | |
| Time | 16:47:04 | Date | 15/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1261079706 |
| Valor | 126107970 |
| Symbol | 0SLHYU |
| Strike | 650.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/07/2023 |
| Date of maturity | 25/06/2025 |
| Last trading day | 20/06/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Intrinsic value | 0.22 |
| Time value | 0.39 |
| Implied volatility | 0.24% |
| Leverage | 6.44 |
| Delta | 0.58 |
| Gamma | 0.01 |
| Vega | 2.29 |
| Distance to Strike | -22.00 |
| Distance to Strike in % | -3.27% |
market maker quality Date: 15/07/2024
| Average Spread | 1.61% |
| Last Best Bid Price | 0.62 CHF |
| Last Best Ask Price | 0.63 CHF |
| Last Best Bid Volume | 90,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 83,509 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 53,121 CHF |
| Average Sell Value | 48,546 CHF |
| Spreads Availability Ratio | 95.45% |
| Quote Availability | 95.45% |
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