SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.150 | ||||
Diff. absolute / % | -0.06 | -2.79% |
Last Price | 2.010 | Volume | 3,000 | |
Time | 14:21:59 | Date | 08/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1292042905 |
Valor | 129204290 |
Symbol | SDZA8U |
Strike | 24.00 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 | 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 | 2.06 |
Time value | 0.08 |
Implied volatility | 0.43% |
Leverage | 3.20 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -10.30 |
Distance to Strike in % | -30.03% |
Average Spread | 1.24% |
Last Best Bid Price | 2.12 CHF |
Last Best Ask Price | 2.15 CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 7,500 |
Average Buy Volume | 30,000 |
Average Sell Volume | 7,500 |
Average Buy Value | 66,595 CHF |
Average Sell Value | 16,856 CHF |
Spreads Availability Ratio | 95.03% |
Quote Availability | 95.03% |