SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:31:00 |
![]() |
2.760
|
2.780
|
CHF |
Volume |
100,000
|
100,000
|
Closing prev. day | 2.890 | ||||
Diff. absolute / % | -0.13 | -4.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1215499372 |
Valor | 121549937 |
Symbol | 2SSMHU |
Strike | 11,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 14/09/2022 |
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 | 2.44 |
Time value | 0.29 |
Implied volatility | 0.16% |
Leverage | 8.64 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 6.21 |
Distance to Strike | 1,221.39 |
Distance to Strike in % | 9.99% |
Average Spread | 0.78% |
Last Best Bid Price | 2.87 CHF |
Last Best Ask Price | 2.89 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 | 300,181 CHF |
Average Sell Value | 302,518 CHF |
Spreads Availability Ratio | 93.66% |
Quote Availability | 93.66% |