SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.590 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 1.150 | Volume | 10,000 | |
Time | 10:08:45 | Date | 08/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820656 |
Valor | 117782065 |
Symbol | FSTMIU |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.38 |
Time value | 0.20 |
Implied volatility | 0.36% |
Leverage | 8.97 |
Delta | 0.76 |
Gamma | 0.03 |
Vega | 0.17 |
Distance to Strike | 7.65 |
Distance to Strike in % | 5.56% |
Average Spread | 2.89% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 110,294 |
Last Best Ask Volume | 10,000 |
Average Buy Volume | 89,960 |
Average Sell Volume | 10,000 |
Average Buy Value | 53,410 CHF |
Average Sell Value | 6,131 CHF |
Spreads Availability Ratio | 72.65% |
Quote Availability | 72.65% |