SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
23.05.24
10:17:00 |
3.530
|
3.550
|
CHF | |
Volume |
20,000
|
20,000
|
Closing prev. day | 3.560 | ||||
Diff. absolute / % | -0.11 | -2.97% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1277609959 |
Valor | 127760995 |
Symbol | 4AMZFU |
Strike | 150.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 3.31 |
Time value | 0.21 |
Leverage | 4.97 |
Delta | 0.96 |
Gamma | 0.00 |
Vega | 0.10 |
Distance to Strike | -33.14 |
Distance to Strike in % | -18.10% |
Average Spread | 0.51% |
Last Best Bid Price | 3.56 CHF |
Last Best Ask Price | 3.57 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 40,380 |
Average Sell Volume | 40,380 |
Average Buy Value | 141,205 CHF |
Average Sell Value | 141,792 CHF |
Spreads Availability Ratio | 98.27% |
Quote Availability | 98.27% |