SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | 0.01 | +3.33% |
Last Price | 0.340 | Volume | 15,000 | |
Time | 13:07:41 | Date | 25/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1213598589 |
Valor | 121359858 |
Symbol | ISOOQU |
Strike | 250.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/09/2022 |
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 | 0.17 |
Time value | 0.14 |
Implied volatility | 0.30% |
Leverage | 11.80 |
Delta | 0.71 |
Gamma | 0.02 |
Vega | 0.33 |
Distance to Strike | 8.50 |
Distance to Strike in % | 3.29% |
Average Spread | 4.64% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.30 CHF |
Last Best Bid Volume | 180,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 181,241 |
Average Sell Volume | 50,000 |
Average Buy Value | 50,965 CHF |
Average Sell Value | 14,745 CHF |
Spreads Availability Ratio | 90.36% |
Quote Availability | 90.36% |