SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:42:00 |
![]() |
3.680
|
3.700
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 3.820 | ||||
Diff. absolute / % | -0.13 | -3.40% |
Last Price | 3.490 | Volume | 10,000 | |
Time | 11:02:44 | Date | 20/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1172166683 |
Valor | 117216668 |
Symbol | OSSMKU |
Strike | 10,500.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 08/03/2022 |
Date of maturity | 27/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 3.49 |
Time value | 0.22 |
Implied volatility | 0.19% |
Leverage | 6.57 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 1.12 |
Distance to Strike | 1,721.39 |
Distance to Strike in % | 14.09% |
Average Spread | 0.59% |
Last Best Bid Price | 3.80 CHF |
Last Best Ask Price | 3.82 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 394,361 CHF |
Average Sell Value | 396,698 CHF |
Spreads Availability Ratio | 93.65% |
Quote Availability | 93.65% |