SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
09:43:00 |
0.790
|
0.810
|
CHF | |
Volume |
70,000
|
50,000
|
Closing prev. day | 0.900 | ||||
Diff. absolute / % | -0.07 | -7.22% |
Last Price | 0.770 | Volume | 5,000 | |
Time | 10:38:23 | Date | 03/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1151231706 |
Valor | 115123170 |
Symbol | DHOLHU |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/01/2022 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.84 |
Time value | 0.02 |
Implied volatility | 0.42% |
Leverage | 8.73 |
Delta | 0.96 |
Gamma | 0.02 |
Vega | 0.02 |
Distance to Strike | 8.44 |
Distance to Strike in % | 10.76% |
Average Spread | 2.34% |
Last Best Bid Price | 0.87 CHF |
Last Best Ask Price | 0.90 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 56,560 CHF |
Average Sell Value | 48,247 CHF |
Spreads Availability Ratio | 84.78% |
Quote Availability | 84.78% |