SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.540 | ||||
Diff. absolute / % | 0.03 | +5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1264835211 |
Valor | 126483521 |
Symbol | 2SLHJU |
Strike | 700.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/08/2023 |
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 |
Intrinsic value | 0.32 |
Time value | 0.25 |
Implied volatility | 0.22% |
Leverage | 8.40 |
Delta | 0.65 |
Gamma | 0.01 |
Vega | 1.90 |
Distance to Strike | -32.20 |
Distance to Strike in % | -4.40% |
Average Spread | 1.97% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,816 CHF |
Average Sell Value | 40,398 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |