SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.140 | ||||
Diff. absolute / % | -0.05 | -4.39% |
Last Price | 0.920 | Volume | 280 | |
Time | 10:37:39 | Date | 14/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1292035560 |
Valor | 129203556 |
Symbol | SDZBHU |
Strike | 30.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/10/2023 |
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 |
Intrinsic value | 0.86 |
Time value | 0.27 |
Implied volatility | 0.28% |
Leverage | 4.98 |
Delta | 0.82 |
Gamma | 0.04 |
Vega | 0.07 |
Distance to Strike | -4.30 |
Distance to Strike in % | -12.54% |
Average Spread | 1.45% |
Last Best Bid Price | 1.12 CHF |
Last Best Ask Price | 1.14 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 7,500 |
Average Buy Volume | 48,778 |
Average Sell Volume | 7,500 |
Average Buy Value | 58,612 CHF |
Average Sell Value | 9,153 CHF |
Spreads Availability Ratio | 95.02% |
Quote Availability | 95.02% |