SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.520 | ||||
Diff. absolute / % | -0.02 | -3.85% |
Last Price | 0.500 | Volume | 4,000 | |
Time | 12:03:49 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312125292 |
Valor | 131212529 |
Symbol | JSUNBU |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | 0.35 |
Time value | 0.17 |
Implied volatility | 0.30% |
Leverage | 4.48 |
Delta | 0.68 |
Gamma | 0.01 |
Vega | 0.44 |
Distance to Strike | -13.80 |
Distance to Strike in % | -10.31% |
Average Spread | 2.08% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 51,229 CHF |
Average Sell Value | 39,229 CHF |
Spreads Availability Ratio | 99.40% |
Quote Availability | 99.40% |