SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.300 | ||||
Diff. absolute / % | 0.06 | +20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820995 |
Valor | 117782099 |
Symbol | MLOGMU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 |
Intrinsic value | 0.05 |
Time value | 0.32 |
Implied volatility | 0.29% |
Leverage | 6.15 |
Delta | 0.56 |
Gamma | 0.03 |
Vega | 0.25 |
Distance to Strike | 1.02 |
Distance to Strike in % | 1.26% |
Average Spread | 3.49% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 170,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 179,920 |
Average Sell Volume | 50,000 |
Average Buy Value | 50,704 CHF |
Average Sell Value | 14,599 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |