SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.990 | ||||
Diff. absolute / % | -0.04 | -4.04% |
Last Price | 0.900 | Volume | 6,000 | |
Time | 11:17:36 | Date | 08/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1237792549 |
Valor | 123779254 |
Symbol | TLON1U |
Strike | 460.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/12/2022 |
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 | 0.73 |
Time value | 0.24 |
Implied volatility | 0.31% |
Leverage | 6.17 |
Delta | 0.87 |
Gamma | 0.00 |
Vega | 0.69 |
Distance to Strike | -54.60 |
Distance to Strike in % | -10.61% |
Average Spread | 1.02% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 76,222 CHF |
Average Sell Value | 77,000 CHF |
Spreads Availability Ratio | 96.85% |
Quote Availability | 96.85% |