SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | -0.04 | -8.16% |
Last Price | 0.530 | Volume | 5,000 | |
Time | 16:04:41 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227357352 |
Valor | 122735735 |
Symbol | RLONBU |
Strike | 520.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
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 |
Implied volatility | 0.29% |
Leverage | 6.97 |
Delta | 0.49 |
Gamma | 0.01 |
Vega | 1.34 |
Distance to Strike | 5.40 |
Distance to Strike in % | 1.05% |
Average Spread | 2.04% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.49 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 101,726 |
Average Sell Volume | 75,000 |
Average Buy Value | 51,449 CHF |
Average Sell Value | 38,738 CHF |
Spreads Availability Ratio | 96.84% |
Quote Availability | 96.84% |