SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.220 | ||||
Diff. absolute / % | -0.02 | -1.65% |
Last Price | 1.550 | Volume | 1,500 | |
Time | 11:48:30 | Date | 28/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1220873025 |
Valor | 122087302 |
Symbol | HALCDU |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/10/2022 |
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 | 1.19 |
Time value | 0.02 |
Implied volatility | 0.36% |
Leverage | 5.92 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -11.86 |
Distance to Strike in % | -16.50% |
Average Spread | 1.67% |
Last Best Bid Price | 1.19 CHF |
Last Best Ask Price | 1.21 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 43,385 |
Average Sell Volume | 25,000 |
Average Buy Value | 53,643 CHF |
Average Sell Value | 31,526 CHF |
Spreads Availability Ratio | 98.91% |
Quote Availability | 98.91% |