SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.700 | ||||
Diff. absolute / % | 0.06 | +8.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1278650788 |
Valor | 127865078 |
Symbol | BOSC4U |
Strike | 200.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/06/2023 |
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 |
Intrinsic value | 0.57 |
Time value | 0.20 |
Implied volatility | 0.36% |
Leverage | 4.90 |
Delta | 0.83 |
Gamma | 0.01 |
Vega | 0.43 |
Distance to Strike | -28.50 |
Distance to Strike in % | -12.47% |
Average Spread | 3.07% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.71 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 53,374 CHF |
Average Sell Value | 34,399 CHF |
Spreads Availability Ratio | 97.49% |
Quote Availability | 97.49% |