SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
15:42:00 |
0.100
|
0.110
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1199010922 |
Valor | 119901092 |
Symbol | MLOGZU |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/06/2022 |
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 | 0.30% |
Leverage | 8.25 |
Delta | 0.24 |
Gamma | 0.02 |
Vega | 0.19 |
Distance to Strike | -16.12 |
Distance to Strike in % | -21.82% |
Average Spread | 13.67% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.12 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 | 3,710 CHF |
Average Sell Value | 4,256 CHF |
Spreads Availability Ratio | 99.09% |
Quote Availability | 99.09% |