SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.01 | +14.29% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261079896 |
Valor | 126107989 |
Symbol | SOERHU |
Strike | 4.50 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/07/2023 |
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 |
Implied volatility | 0.37% |
Leverage | 3.89 |
Delta | 0.19 |
Gamma | 0.66 |
Vega | 0.01 |
Distance to Strike | 0.30 |
Distance to Strike in % | 7.24% |
Average Spread | 13.33% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 449,908 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 422,344 |
Average Sell Volume | 50,000 |
Average Buy Value | 29,574 CHF |
Average Sell Value | 4,001 CHF |
Spreads Availability Ratio | 93.06% |
Quote Availability | 93.06% |