SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
12:01:00 |
0.011
|
0.030
|
CHF | |
Volume |
200,000
|
200,000
|
Closing prev. day | 0.026 | ||||
Diff. absolute / % | -0.02 | -57.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589942454 |
Valor | 58994245 |
Symbol | UYROGU |
Strike | 340.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 |
Implied volatility | 0.29% |
Leverage | 16.15 |
Delta | 0.03 |
Gamma | 0.00 |
Vega | 0.13 |
Distance to Strike | -102.50 |
Distance to Strike in % | -43.16% |
Average Spread | 98.08% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 202,363 |
Average Sell Volume | 177,889 |
Average Buy Value | 2,354 CHF |
Average Sell Value | 5,541 CHF |
Spreads Availability Ratio | 90.72% |
Quote Availability | 90.72% |