UBS/CALL/SMI/11500/0.002/27.12.24 | Market Closed - Swiss Exchange 11:20:00 2024-06-28 EDT | ||
| 1.58 CHF | -3.07% |
|
| Current month | -4.24% | ||
| 1 month | +9.72% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
SMI
| Date | Price | Change |
|---|---|---|
| 24-06-28 | 1.58 | -3.07% |
| 24-06-27 | 1.63 | -1.21% |
| 24-06-26 | 1.65 | -5.71% |
| 24-06-25 | 1.75 | -6.42% |
| 24-06-24 | 1.87 | +10.65% |
Delayed Quote Swiss Exchange
Last update June 28, 2024 at 11:20 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | SMI |
| Issuer | UBS |
| ISSMZU | |
| ISIN | CH1152818931 |
| Date issued | 2022-01-12 |
| Strike | 11,500 PTS |
| Maturity | 2024-12-27 (182 Days) |
| Parity | 500 : 1 |
| Emission price | 3.41 CHF |
| Emission volume | N/A |
| Settlement | règlement en espèces |
| Currency | CHF |
Technical Indicators
| Highest since issue | 3.5 CHF |
|---|---|
| Lowest since issue | 0.38 CHF |
| Delta | 0.72x |
| Omega | 10.95 |
| Premium | 2.45x |
| Gearing | 15.23x |
| Moneyness | 1.043 |
| Difference Strike | -493.8 PTS |
| Difference Strike % | -4.29% |
| Spread | 0.01 CHF |
| Spread % | 0.63% |
| Theoretical value | 1.575 |
| Implied Volatility | 13.23 % |
| Total Loss Probability | 31.34 % |
| Intrinsic value | 0.9877 |
| Present value | 0.5873 |
| Break even | 12,287.50 CHF |
| Theta | -0.02x |
| Vega | 0.06x |
| Rho | 0.08x |
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