SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
12:04:00 |
0.034
|
0.043
|
CHF | |
Volume |
500,000
|
200,000
|
Closing prev. day | 0.036 | ||||
Diff. absolute / % | -0.00 | -5.56% |
Last Price | 0.036 | Volume | 20,000 | |
Time | 10:06:30 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589946463 |
Valor | 58994646 |
Symbol | UWROGU |
Strike | 300.00 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 | 0.23% |
Leverage | 19.20 |
Delta | 0.11 |
Gamma | 0.00 |
Vega | 0.35 |
Distance to Strike | -63.10 |
Distance to Strike in % | -26.64% |
Average Spread | 27.78% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 410,721 |
Average Sell Volume | 177,680 |
Average Buy Value | 14,227 CHF |
Average Sell Value | 7,833 CHF |
Spreads Availability Ratio | 90.96% |
Quote Availability | 90.96% |