Market Closed - Swiss Exchange 08:45:00 14/09/2023 pm IST | ||
0.02 CHF | -.--% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | CALL |
Underlying | SMI |
Issuer | UBS |
HSSMDU | |
ISIN | CH1147779040 |
Date issued | 16/12/2021 |
Strike | 15,500 PTS |
Maturity | 21/06/2024 (34 Days) |
Parity | 500 : 1 |
Emission price | 0.47 CHF |
Emission volume | N/A |
Settlement | Por diferencias |
Currency | CHF |
Technical Indicators
Highest since issue | 0.49 CHF |
---|---|
Lowest since issue | 0.02 CHF |
Delta | 0.02x |
Omega | 25.48 |
Premium | 28.82x |
Gearing | 1605.07x |
Moneyness | 0.7766 |
Difference Strike | 3,462 PTS |
Difference Strike % | +22.34% |
Spread | 0.01 CHF |
Spread % | 50.00% |
Theoretical value | 0.0150 |
Implied Volatility | 36.83 % |
Total Loss Probability | 98.81 % |
Intrinsic value | 0.000000 |
Present value | 0.0150 |
Break even | 15,507.50 CHF |
Theta | -0.01x |
Vega | 0x |
Rho | 0x |
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