SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
14:57:00 |
![]() |
0.550
|
0.570
|
CHF |
Volume |
25,000
|
25,000
|
Closing prev. day | 0.580 | ||||
Diff. absolute / % | -0.03 | -5.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312122174 |
Valor | 131212217 |
Symbol | BOSDNU |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
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 | 0.05 |
Time value | 0.49 |
Implied volatility | 0.33% |
Leverage | 4.48 |
Delta | 0.54 |
Gamma | 0.01 |
Vega | 0.84 |
Distance to Strike | -2.00 |
Distance to Strike in % | -0.90% |
Average Spread | 1.79% |
Last Best Bid Price | 0.57 CHF |
Last Best Ask Price | 0.58 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 90,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 51,848 CHF |
Average Sell Value | 29,324 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |