SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | -0.03 | -23.08% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280381091 |
Valor | 128038109 |
Symbol | ILISMU |
Strike | 12,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.21% |
Leverage | 11.77 |
Delta | 0.29 |
Gamma | 0.00 |
Vega | 29.88 |
Distance to Strike | 1,300.00 |
Distance to Strike in % | 12.15% |
Average Spread | 8.77% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 313,422 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 295,813 |
Average Sell Volume | 50,000 |
Average Buy Value | 39,327 CHF |
Average Sell Value | 7,270 CHF |
Spreads Availability Ratio | 98.61% |
Quote Availability | 98.61% |