SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:24:00 |
![]() |
0.480
|
0.490
|
CHF |
Volume |
110,000
|
75,000
|
Closing prev. day | 0.490 | ||||
Diff. absolute / % | -0.02 | -4.08% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1262957017 |
Valor | 126295701 |
Symbol | 1SLHRU |
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 | 25/07/2023 |
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 | 0.22 |
Time value | 0.25 |
Implied volatility | 0.24% |
Leverage | 9.24 |
Delta | 0.65 |
Gamma | 0.01 |
Vega | 1.53 |
Distance to Strike | -22.00 |
Distance to Strike in % | -3.27% |
Average Spread | 2.01% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 103,643 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,247 CHF |
Average Sell Value | 38,628 CHF |
Spreads Availability Ratio | 95.47% |
Quote Availability | 95.47% |