SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.05 | +50.00% |
Last Price | 0.210 | Volume | 2,000 | |
Time | 15:04:02 | Date | 13/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261080373 |
Valor | 126108037 |
Symbol | SBSLGU |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/07/2023 |
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 | 0.11 |
Time value | 0.05 |
Implied volatility | 0.38% |
Leverage | 8.04 |
Delta | 0.75 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | -2.70 |
Distance to Strike in % | -6.32% |
Average Spread | 12.91% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 217,519 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 196,146 |
Average Sell Volume | 50,000 |
Average Buy Value | 18,582 CHF |
Average Sell Value | 5,408 CHF |
Spreads Availability Ratio | 94.82% |
Quote Availability | 94.82% |