SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.230 | ||||
Diff. absolute / % | -0.04 | -3.25% |
Last Price | 1.000 | Volume | 4,400 | |
Time | 11:30:28 | Date | 03/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH0589945580 |
Valor | 58994558 |
Symbol | CFRWUU |
Strike | 137.3906 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
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 | 0.31% |
Leverage | 5.71 |
Delta | 0.50 |
Gamma | 0.02 |
Vega | 0.42 |
Distance to Strike | 0.84 |
Distance to Strike in % | 0.62% |
Average Spread | 1.70% |
Last Best Bid Price | 1.23 CHF |
Last Best Ask Price | 1.25 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 48,454 |
Average Sell Volume | 24,829 |
Average Buy Value | 58,761 CHF |
Average Sell Value | 30,646 CHF |
Spreads Availability Ratio | 93.33% |
Quote Availability | 93.33% |