SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | 0.04 | +21.05% |
Last Price | 0.200 | Volume | 30,000 | |
Time | 09:57:27 | Date | 16/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1297469624 |
Valor | 129746962 |
Symbol | UBSLLU |
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 | 17/10/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.11 |
Time value | 0.12 |
Implied volatility | 0.34% |
Leverage | 5.03 |
Delta | 0.68 |
Gamma | 0.04 |
Vega | 0.13 |
Distance to Strike | -2.70 |
Distance to Strike in % | -6.32% |
Average Spread | 5.66% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 201,340 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 189,667 |
Average Sell Volume | 49,999 |
Average Buy Value | 35,850 CHF |
Average Sell Value | 10,011 CHF |
Spreads Availability Ratio | 94.83% |
Quote Availability | 94.83% |