SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
11:56:00 |
0.010
|
0.044
|
CHF | |
Volume |
500,000
|
100,000
|
Closing prev. day | 0.043 | ||||
Diff. absolute / % | -0.03 | -76.74% |
Last Price | 0.200 | Volume | 30,000 | |
Time | 15:10:06 | Date | 07/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1216728852 |
Valor | 121672885 |
Symbol | HZUROU |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2022 |
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 |
Implied volatility | 0.21% |
Leverage | 50.44 |
Delta | 0.11 |
Gamma | 0.01 |
Vega | 0.31 |
Distance to Strike | 38.60 |
Distance to Strike in % | 8.74% |
Average Spread | 112.06% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 6,362 CHF |
Average Sell Value | 4,400 CHF |
Spreads Availability Ratio | 99.41% |
Quote Availability | 99.41% |