SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.070 | ||||
Diff. absolute / % | -0.03 | -2.80% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1244427220 |
Valor | 124442722 |
Symbol | OHOLTU |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/01/2023 |
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 | 0.85 |
Time value | 0.21 |
Implied volatility | 0.30% |
Leverage | 6.33 |
Delta | 0.80 |
Gamma | 0.03 |
Vega | 0.14 |
Distance to Strike | -8.52 |
Distance to Strike in % | -10.20% |
Average Spread | 1.95% |
Last Best Bid Price | 1.07 CHF |
Last Best Ask Price | 1.09 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,149 |
Average Sell Volume | 50,000 |
Average Buy Value | 53,373 CHF |
Average Sell Value | 54,273 CHF |
Spreads Availability Ratio | 98.73% |
Quote Availability | 98.73% |