SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.180 | ||||
Diff. absolute / % | -0.03 | -16.67% |
Last Price | 0.200 | Volume | 25,000 | |
Time | 16:18:38 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1266179345 |
Valor | 126617934 |
Symbol | JSGSTU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/05/2023 |
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 |
Intrinsic value | 0.09 |
Time value | 0.08 |
Implied volatility | 0.21% |
Leverage | 14.85 |
Delta | 0.62 |
Gamma | 0.07 |
Vega | 0.13 |
Distance to Strike | -1.72 |
Distance to Strike in % | -2.10% |
Average Spread | 5.37% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 269,128 |
Average Sell Volume | 75,000 |
Average Buy Value | 50,589 CHF |
Average Sell Value | 14,923 CHF |
Spreads Availability Ratio | 70.77% |
Quote Availability | 70.77% |