SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.060 | ||||
Diff. absolute / % | -0.17 | -14.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227361875 |
Valor | 122736187 |
Symbol | KSOO5U |
Strike | 240.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
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 | 1.01 |
Time value | 0.04 |
Implied volatility | 0.54% |
Leverage | 5.42 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.05 |
Distance to Strike | -50.70 |
Distance to Strike in % | -17.44% |
Average Spread | 2.12% |
Last Best Bid Price | 1.17 CHF |
Last Best Ask Price | 1.19 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 | 57,439 CHF |
Average Sell Value | 58,667 CHF |
Spreads Availability Ratio | 94.24% |
Quote Availability | 94.24% |