SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
15:52:00 |
0.320
|
0.340
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.02 | -5.88% |
Last Price | 0.340 | Volume | 250 | |
Time | 15:19:06 | Date | 02/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820987 |
Valor | 117782098 |
Symbol | MLOGLU |
Strike | 75.00 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 | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.31% |
Leverage | 5.80 |
Delta | 0.53 |
Gamma | 0.02 |
Vega | 0.23 |
Distance to Strike | -1.12 |
Distance to Strike in % | -1.52% |
Average Spread | 4.66% |
Last Best Bid Price | 0.34 CHF |
Last Best Ask Price | 0.35 CHF |
Last Best Bid Volume | 37,500 |
Last Best Ask Volume | 37,500 |
Average Buy Volume | 37,500 |
Average Sell Volume | 37,500 |
Average Buy Value | 11,952 CHF |
Average Sell Value | 12,521 CHF |
Spreads Availability Ratio | 99.09% |
Quote Availability | 99.09% |