SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.420 | ||||
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 | CH1215499372 |
Valor | 121549937 |
Symbol | 2SSMHU |
Strike | 11,000.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 14/09/2022 |
Date of maturity | 27/12/2024 |
Last trading day | 19/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Exempt qualified index |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.61 |
Time value | 0.77 |
Implied volatility | 0.13% |
Leverage | 10.91 |
Delta | 0.67 |
Gamma | 0.00 |
Vega | 32.88 |
Distance to Strike | 304.87 |
Distance to Strike in % | 2.70% |
Average Spread | 0.68% |
Last Best Bid Price | 1.41 CHF |
Last Best Ask Price | 1.42 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 292,608 CHF |
Average Sell Value | 294,608 CHF |
Spreads Availability Ratio | 99.20% |
Quote Availability | 99.20% |