SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.06 | +46.15% |
Last Price | 0.170 | Volume | 5,000 | |
Time | 17:07:35 | Date | 08/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227356933 |
Valor | 122735693 |
Symbol | BOSBXU |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
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 | 0.03 |
Implied volatility | 0.23% |
Leverage | 17.31 |
Delta | 0.76 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | -8.50 |
Distance to Strike in % | -3.72% |
Average Spread | 9.73% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 106,244 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 115,568 |
Average Sell Volume | 50,000 |
Average Buy Value | 12,268 CHF |
Average Sell Value | 5,872 CHF |
Spreads Availability Ratio | 97.48% |
Quote Availability | 97.48% |