SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.02 | -6.90% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1290248264 |
Valor | 129024826 |
Symbol | KEMSHU |
Strike | 700.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 300.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/08/2023 |
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 | 0.13 |
Time value | 0.08 |
Implied volatility | 0.22% |
Leverage | 7.95 |
Delta | 0.68 |
Gamma | 0.00 |
Vega | 1.92 |
Distance to Strike | -39.50 |
Distance to Strike in % | -5.34% |
Average Spread | 4.49% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 230,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 232,008 |
Average Sell Volume | 25,000 |
Average Buy Value | 50,543 CHF |
Average Sell Value | 5,700 CHF |
Spreads Availability Ratio | 90.98% |
Quote Availability | 90.98% |