SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
16:09:00 |
![]() |
0.220
|
0.230
|
CHF |
Volume |
230,000
|
25,000
|
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.02 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276034068 |
Valor | 127603406 |
Symbol | NCLNMU |
Strike | 14.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
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 | 0.06 |
Time value | 0.15 |
Implied volatility | 0.27% |
Leverage | 7.84 |
Delta | 0.58 |
Gamma | 0.23 |
Vega | 0.04 |
Distance to Strike | -0.32 |
Distance to Strike in % | -2.23% |
Average Spread | 4.04% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 208,916 |
Average Sell Volume | 25,000 |
Average Buy Value | 50,706 CHF |
Average Sell Value | 6,329 CHF |
Spreads Availability Ratio | 97.09% |
Quote Availability | 97.09% |