Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1274404958 |
Valor | 127440495 |
Symbol | ISCM0U |
Strike | 550.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 75.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/06/2023 |
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 | 0.19% |
Leverage | 20.57 |
Delta | 0.28 |
Gamma | 0.00 |
Vega | 1.06 |
Distance to Strike | 45.50 |
Distance to Strike in % | 9.02% |
Average Spread | 10.11% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 499,808 |
Average Sell Volume | 75,000 |
Average Buy Value | 47,696 CHF |
Average Sell Value | 7,918 CHF |
Spreads Availability Ratio | 93.15% |
Quote Availability | 93.15% |