SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:31:00 |
![]() |
1.570
|
1.600
|
CHF |
Volume |
40,000
|
25,000
|
Closing prev. day | 1.720 | ||||
Diff. absolute / % | -0.16 | -9.30% |
Last Price | 0.880 | Volume | 800 | |
Time | 14:13:38 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1277594359 |
Valor | 127759435 |
Symbol | 6AMDRU |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.49 |
Time value | 0.06 |
Implied volatility | 0.26% |
Leverage | 5.25 |
Delta | 0.90 |
Gamma | 0.01 |
Vega | 0.13 |
Distance to Strike | -29.81 |
Distance to Strike in % | -16.58% |
Average Spread | 1.61% |
Last Best Bid Price | 1.70 CHF |
Last Best Ask Price | 1.72 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 34,382 |
Average Sell Volume | 29,137 |
Average Buy Value | 58,424 CHF |
Average Sell Value | 50,167 CHF |
Spreads Availability Ratio | 98.64% |
Quote Availability | 98.64% |