SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
14:37:00 |
0.210
|
0.210
|
CHF | |
Volume |
184,736
|
50,000
|
Closing prev. day | 0.200 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1258545974 |
Valor | 125854597 |
Symbol | JTECKU |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
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 | 0.33% |
Leverage | 6.91 |
Delta | 0.30 |
Gamma | 0.00 |
Vega | 0.92 |
Distance to Strike | 58.20 |
Distance to Strike in % | 17.03% |
Average Spread | 5.61% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 192,463 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 192,381 |
Average Sell Volume | 49,490 |
Average Buy Value | 37,215 CHF |
Average Sell Value | 10,124 CHF |
Spreads Availability Ratio | 98.93% |
Quote Availability | 98.93% |