Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1249014411 |
Valor | 124901441 |
Symbol | 3AMZMU |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 31/05/2023 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.72 |
Time value | 0.28 |
Implied volatility | 0.28% |
Leverage | 8.09 |
Delta | 0.91 |
Gamma | 0.01 |
Vega | 0.11 |
Distance to Strike | -17.18 |
Distance to Strike in % | -9.70% |
Average Spread | 1.09% |
Last Best Bid Price | 1.60 CHF |
Last Best Ask Price | 1.61 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 51,437 |
Average Sell Volume | 40,030 |
Average Buy Value | 82,723 CHF |
Average Sell Value | 64,675 CHF |
Spreads Availability Ratio | 98.43% |
Quote Availability | 98.43% |