SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | 0.05 | +33.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261080381 |
Valor | 126108038 |
Symbol | SBSLHU |
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 | 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 | 0.11 |
Time value | 0.09 |
Implied volatility | 0.34% |
Leverage | 5.94 |
Delta | 0.70 |
Gamma | 0.05 |
Vega | 0.10 |
Distance to Strike | -2.70 |
Distance to Strike in % | -6.32% |
Average Spread | 6.90% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 207,348 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 189,779 |
Average Sell Volume | 50,000 |
Average Buy Value | 28,249 CHF |
Average Sell Value | 7,987 CHF |
Spreads Availability Ratio | 94.82% |
Quote Availability | 94.82% |