SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.810 | ||||
Diff. absolute / % | -0.05 | -6.17% |
Last Price | 0.830 | Volume | 700 | |
Time | 15:41:18 | Date | 11/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1218435803 |
Valor | 121843580 |
Symbol | OLONHU |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2022 |
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 | 0.46 |
Time value | 0.32 |
Implied volatility | 0.31% |
Leverage | 6.76 |
Delta | 0.77 |
Gamma | 0.01 |
Vega | 1.02 |
Distance to Strike | -34.60 |
Distance to Strike in % | -6.72% |
Average Spread | 1.26% |
Last Best Bid Price | 0.79 CHF |
Last Best Ask Price | 0.81 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 61,818 CHF |
Average Sell Value | 62,603 CHF |
Spreads Availability Ratio | 96.85% |
Quote Availability | 96.85% |