SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.370 | ||||
Diff. absolute / % | -0.03 | -8.11% |
Last Price | 0.370 | Volume | 10,000 | |
Time | 09:16:45 | Date | 15/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1264835211 |
Valor | 126483521 |
Symbol | 2SLHJU |
Strike | 700.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/08/2023 |
Date of maturity | 25/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.22% |
Leverage | 5.81 |
Delta | 0.31 |
Gamma | 0.00 |
Vega | 2.21 |
Distance to Strike | 26.40 |
Distance to Strike in % | 3.92% |
Average Spread | 2.66% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 140,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 136,900 |
Average Sell Volume | 75,000 |
Average Buy Value | 51,294 CHF |
Average Sell Value | 28,884 CHF |
Spreads Availability Ratio | 95.46% |
Quote Availability | 95.46% |