SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.07 | -19.44% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1259299191 |
Valor | 125929919 |
Symbol | BOSCSU |
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 | 28/03/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.02 |
Time value | 0.29 |
Implied volatility | 0.31% |
Leverage | 7.62 |
Delta | 0.53 |
Gamma | 0.01 |
Vega | 0.51 |
Distance to Strike | -1.00 |
Distance to Strike in % | -0.45% |
Average Spread | 3.46% |
Last Best Bid Price | 0.36 CHF |
Last Best Ask Price | 0.37 CHF |
Last Best Bid Volume | 101,764 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 102,261 |
Average Sell Volume | 50,000 |
Average Buy Value | 36,698 CHF |
Average Sell Value | 18,580 CHF |
Spreads Availability Ratio | 99.30% |
Quote Availability | 99.30% |