SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.960 | ||||
Diff. absolute / % | 0.18 | +18.75% |
Last Price | 1.070 | Volume | 5,000 | |
Time | 11:06:19 | Date | 24/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147779057 |
Valor | 114777905 |
Symbol | HSSMEU |
Strike | 12,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 27/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.44 |
Time value | 0.64 |
Implied volatility | 0.13% |
Leverage | 14.95 |
Delta | 0.66 |
Gamma | 0.00 |
Vega | 28.31 |
Distance to Strike | 221.03 |
Distance to Strike in % | 1.81% |
Average Spread | 1.08% |
Last Best Bid Price | 0.95 CHF |
Last Best Ask Price | 0.96 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 | 92,116 CHF |
Average Sell Value | 93,116 CHF |
Spreads Availability Ratio | 97.86% |
Quote Availability | 97.86% |