SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.380 | ||||
Diff. absolute / % | -0.09 | -23.68% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820185 |
Valor | 117782018 |
Symbol | DLISSU |
Strike | 10,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.30 |
Time value | 0.02 |
Implied volatility | 0.27% |
Leverage | 14.83 |
Delta | 0.87 |
Gamma | 0.00 |
Vega | 5.89 |
Distance to Strike | 590.00 |
Distance to Strike in % | 5.57% |
Average Spread | 6.44% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.38 CHF |
Last Best Bid Volume | 95,617 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 97,470 |
Average Sell Volume | 50,000 |
Average Buy Value | 33,464 CHF |
Average Sell Value | 18,315 CHF |
Spreads Availability Ratio | 97.35% |
Quote Availability | 97.35% |