SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.360 | ||||
Diff. absolute / % | -0.03 | -8.33% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261079920 |
Valor | 126107992 |
Symbol | SOERKU |
Strike | 4.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
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 | 0.23 |
Time value | 0.12 |
Implied volatility | 0.43% |
Leverage | 5.24 |
Delta | 0.74 |
Gamma | 0.54 |
Vega | 0.01 |
Distance to Strike | -0.46 |
Distance to Strike in % | -9.20% |
Average Spread | 2.75% |
Last Best Bid Price | 0.35 CHF |
Last Best Ask Price | 0.36 CHF |
Last Best Bid Volume | 150,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 143,726 |
Average Sell Volume | 25,000 |
Average Buy Value | 51,462 CHF |
Average Sell Value | 9,207 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |