SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280380556 |
Valor | 128038055 |
Symbol | 3SLHNU |
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 | 19/09/2023 |
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 | 0.32 |
Time value | 0.04 |
Implied volatility | 0.26% |
Leverage | 18.23 |
Delta | 0.90 |
Gamma | 0.01 |
Vega | 0.34 |
Distance to Strike | -32.20 |
Distance to Strike in % | -4.40% |
Average Spread | 9.11% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 160,168 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,145 CHF |
Average Sell Value | 26,749 CHF |
Spreads Availability Ratio | 27.49% |
Quote Availability | 27.49% |