SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | -0.03 | -33.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1294305789 |
Valor | 129430578 |
Symbol | 2SLH3U |
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 | 12/09/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.18% |
Leverage | 17.45 |
Delta | 0.21 |
Gamma | 0.01 |
Vega | 0.81 |
Distance to Strike | 26.40 |
Distance to Strike in % | 3.92% |
Average Spread | 10.47% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 419,094 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 384,237 |
Average Sell Volume | 75,000 |
Average Buy Value | 36,151 CHF |
Average Sell Value | 7,862 CHF |
Spreads Availability Ratio | 95.46% |
Quote Availability | 95.46% |