SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:53:00 |
0.069
|
0.078
|
CHF | |
Volume |
500,000
|
200,000
|
Closing prev. day | 0.069 | ||||
Diff. absolute / % | 0.02 | +40.82% |
Last Price | 0.063 | Volume | 4,000 | |
Time | 15:11:37 | Date | 04/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0594165323 |
Valor | 59416532 |
Symbol | RMOGYU |
Strike | 280.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/03/2021 |
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 |
Implied volatility | 0.22% |
Leverage | 16.51 |
Delta | 0.20 |
Gamma | 0.01 |
Vega | 0.51 |
Distance to Strike | -43.20 |
Distance to Strike in % | -18.24% |
Average Spread | 14.82% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 410,721 |
Average Sell Volume | 177,680 |
Average Buy Value | 28,173 CHF |
Average Sell Value | 13,883 CHF |
Spreads Availability Ratio | 90.96% |
Quote Availability | 90.96% |