SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.720 | ||||
Diff. absolute / % | -0.30 | -17.44% |
Last Price | 0.880 | Volume | 800 | |
Time | 14:13:38 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1277594359 |
Valor | 127759435 |
Symbol | 6AMDRU |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.28 |
Time value | 0.16 |
Implied volatility | 0.39% |
Leverage | 5.34 |
Delta | 0.88 |
Gamma | 0.01 |
Vega | 0.15 |
Distance to Strike | -25.57 |
Distance to Strike in % | -14.56% |
Average Spread | 1.61% |
Last Best Bid Price | 1.70 CHF |
Last Best Ask Price | 1.72 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 34,382 |
Average Sell Volume | 29,137 |
Average Buy Value | 58,424 CHF |
Average Sell Value | 50,167 CHF |
Spreads Availability Ratio | 98.64% |
Quote Availability | 98.64% |