SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.410 | ||||
Diff. absolute / % | -0.02 | -4.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820995 |
Valor | 117782099 |
Symbol | MLOGMU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.10 |
Time value | 0.30 |
Implied volatility | 0.33% |
Leverage | 6.25 |
Delta | 0.60 |
Gamma | 0.04 |
Vega | 0.21 |
Distance to Strike | 1.90 |
Distance to Strike in % | 2.32% |
Average Spread | 3.11% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 74,814 |
Average Sell Volume | 37,025 |
Average Buy Value | 30,764 CHF |
Average Sell Value | 15,818 CHF |
Spreads Availability Ratio | 93.87% |
Quote Availability | 93.87% |