SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.220 | Volume | 3,500 | |
Time | 10:04:21 | Date | 14/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1202268921 |
Valor | 120226892 |
Symbol | BEMMYU |
Strike | 900.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
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 | 0.21 |
Time value | 0.05 |
Implied volatility | 0.23% |
Leverage | 16.81 |
Delta | 0.89 |
Gamma | 0.01 |
Vega | 0.53 |
Distance to Strike | -41.00 |
Distance to Strike in % | -4.36% |
Average Spread | 4.85% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 76,824 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 77,480 |
Average Sell Volume | 50,000 |
Average Buy Value | 17,669 CHF |
Average Sell Value | 11,971 CHF |
Spreads Availability Ratio | 98.48% |
Quote Availability | 98.48% |