SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:09:00 |
1.020
|
1.040
|
CHF | |
Volume |
50,000
|
50,000
|
Closing prev. day | 1.100 | ||||
Diff. absolute / % | -0.07 | -5.98% |
Last Price | 1.130 | Volume | 4,000 | |
Time | 10:36:00 | Date | 13/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1215498978 |
Valor | 121549897 |
Symbol | JHOLEU |
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 | 13/09/2022 |
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 | 0.79 |
Time value | 0.26 |
Implied volatility | 0.29% |
Leverage | 5.46 |
Delta | 0.74 |
Gamma | 0.03 |
Vega | 0.19 |
Distance to Strike | 8.44 |
Distance to Strike in % | 10.76% |
Average Spread | 1.09% |
Last Best Bid Price | 1.09 CHF |
Last Best Ask Price | 1.10 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 57,315 CHF |
Average Sell Value | 57,940 CHF |
Spreads Availability Ratio | 84.78% |
Quote Availability | 84.78% |