SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.300 | ||||
Diff. absolute / % | -0.19 | -14.62% |
Last Price | 1.150 | Volume | 150 | |
Time | 11:27:21 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1216728910 |
Valor | 121672891 |
Symbol | HZURUU |
Strike | 440.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2022 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.72 |
Time value | 0.41 |
Implied volatility | 0.23% |
Leverage | 7.25 |
Delta | 0.86 |
Gamma | 0.02 |
Vega | 0.82 |
Distance to Strike | -35.80 |
Distance to Strike in % | -7.52% |
Average Spread | 1.10% |
Last Best Bid Price | 1.21 CHF |
Last Best Ask Price | 1.22 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 125,123 CHF |
Average Sell Value | 126,504 CHF |
Spreads Availability Ratio | 89.98% |
Quote Availability | 89.98% |