SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | 0.01 | +4.00% |
Last Price | 0.360 | Volume | 4,000 | |
Time | 16:32:09 | Date | 22/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1266179345 |
Valor | 126617934 |
Symbol | JSGSTU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/05/2023 |
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 | 0.12 |
Time value | 0.16 |
Implied volatility | 0.25% |
Leverage | 9.23 |
Delta | 0.63 |
Gamma | 0.06 |
Vega | 0.19 |
Distance to Strike | -2.34 |
Distance to Strike in % | -2.84% |
Average Spread | 4.12% |
Last Best Bid Price | 0.24 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 210,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 208,159 |
Average Sell Volume | 100,000 |
Average Buy Value | 50,321 CHF |
Average Sell Value | 25,201 CHF |
Spreads Availability Ratio | 99.40% |
Quote Availability | 99.40% |