SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.03 | -60.00% |
Last Price | 0.080 | Volume | 25,000 | |
Time | 10:25:03 | Date | 14/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820201 |
Valor | 117782020 |
Symbol | DLISUU |
Strike | 11,000.00 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 |
Implied volatility | 0.19% |
Leverage | 41.80 |
Delta | 0.32 |
Gamma | 0.00 |
Vega | 11.67 |
Distance to Strike | -390.00 |
Distance to Strike in % | -3.68% |
Average Spread | 27.98% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 343,492 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 314,614 |
Average Sell Volume | 50,000 |
Average Buy Value | 12,393 CHF |
Average Sell Value | 2,632 CHF |
Spreads Availability Ratio | 99.25% |
Quote Availability | 99.25% |