SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:44:00 |
![]() |
0.930
|
0.940
|
CHF |
Volume |
250,000
|
250,000
|
Closing prev. day | 1.000 | ||||
Diff. absolute / % | -0.06 | -6.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1226794332 |
Valor | 122679433 |
Symbol | 8SSM7U |
Strike | 11,500.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 25/10/2022 |
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 | 0.74 |
Time value | 0.21 |
Implied volatility | 0.15% |
Leverage | 11.21 |
Delta | 0.87 |
Gamma | 0.00 |
Vega | 16.98 |
Distance to Strike | -721.39 |
Distance to Strike in % | -5.90% |
Average Spread | 1.26% |
Last Best Bid Price | 0.99 CHF |
Last Best Ask Price | 1.00 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 250,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 262,850 CHF |
Average Sell Value | 266,192 CHF |
Spreads Availability Ratio | 93.65% |
Quote Availability | 93.65% |