SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
08.05.24
14:05:00 |
1.020
|
1.030
|
CHF | |
Volume |
75,000
|
75,000
|
Closing prev. day | 0.980 | ||||
Diff. absolute / % | 0.05 | +5.10% |
Last Price | 1.080 | Volume | 1,000 | |
Time | 10:14:07 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1218435803 |
Valor | 121843580 |
Symbol | OLONHU |
Strike | 480.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2022 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.55% |
Delta | 0.73 |
Gamma | 0.00 |
Vega | 1.36 |
Distance to Strike | -47.00 |
Distance to Strike in % | -8.92% |
Average Spread | 1.19% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 71,635 |
Average Sell Volume | 71,635 |
Average Buy Value | 68,705 CHF |
Average Sell Value | 69,496 CHF |
Spreads Availability Ratio | 98.23% |
Quote Availability | 98.23% |