SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.140 | ||||
Diff. absolute / % | -0.10 | -8.77% |
Last Price | 1.100 | Volume | 13,000 | |
Time | 16:23:17 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589943213 |
Valor | 58994321 |
Symbol | ZURULU |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 | 0.84 |
Time value | 0.24 |
Implied volatility | 0.27% |
Leverage | 6.20 |
Delta | 0.76 |
Gamma | 0.01 |
Vega | 0.98 |
Distance to Strike | 42.00 |
Distance to Strike in % | 9.50% |
Average Spread | 1.19% |
Last Best Bid Price | 1.12 CHF |
Last Best Ask Price | 1.14 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 112,771 CHF |
Average Sell Value | 114,119 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |