UBS/CALL/SMI/11000/0.001/20.12.24 Share Price

Warrant

8SSM6U

CH1226794324

Real-time Bid/Ask 05:51:58 01/07/2024 pm IST
1.24 CHF / 1.25 CHF +3.75% Intraday chart for UBS/CALL/SMI/11000/0.001/20.12.24
Current month-1.64%
1 month+9.09%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Chart SMI
Chart UBS/CALL/SMI/11000/0.001/20.12.24
Date Price Change
28/24/28 1.2 -1.64%
27/24/27 1.22 -0.81%
26/24/26 1.23 -4.65%
25/24/25 1.29 -4.44%
24/24/24 1.35 +8.00%

Delayed Quote Swiss Exchange

Last update June 28, 2024 at 08:50 pm IST

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Static data

Product typeWarrants
Buy / SellCALL
Underlying SMI
Issuer UBS
8SSM6U
ISINCH1226794324
Date issued 24/10/2022
Strike 11,000 PTS
Maturity 20/12/2024 (172 Days)
Parity 1000 : 1
Emission price 0.86 CHF
Emission volume N/A
Settlement Por diferencias
Currency CHF

Technical Indicators

Highest since issue 1.45 CHF
Lowest since issue 0.33 CHF
Delta0.84x
Omega 8.189
Premium1.53x
Gearing9.76x
Moneyness 1.095
Difference Strike -1,043 PTS
Difference Strike %-9.48%
Spread 0.01 CHF
Spread %0.81%
Theoretical value 1.235
Implied Volatility 15.18 %
Total Loss Probability 18.75 %
Intrinsic value 1.050
Present value 0.1848
Break even 12,235.00 CHF
Theta-0.01x
Vega0.02x
Rho0.05x
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