SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
16:33:00 |
0.150
|
0.170
|
CHF | |
Volume |
300,343
|
75,000
|
Closing prev. day | 0.170 | ||||
Diff. absolute / % | -0.02 | -11.76% |
Last Price | 0.170 | Volume | 10,000 | |
Time | 16:04:19 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1202269895 |
Valor | 120226989 |
Symbol | MSIKXU |
Strike | 280.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 | 0.01 |
Time value | 0.13 |
Implied volatility | 0.22% |
Leverage | 21.07 |
Delta | 0.53 |
Gamma | 0.03 |
Vega | 0.35 |
Distance to Strike | -0.50 |
Distance to Strike in % | -0.18% |
Average Spread | 8.06% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 300,615 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 275,329 |
Average Sell Volume | 75,000 |
Average Buy Value | 46,583 CHF |
Average Sell Value | 13,768 CHF |
Spreads Availability Ratio | 94.32% |
Quote Availability | 94.32% |