SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.800 | ||||
Diff. absolute / % | -0.03 | -3.75% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1147770767 |
Valor | 114777076 |
Symbol | ECFRAU |
Strike | 176.6451 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.30% |
Leverage | 2.86 |
Delta | 0.17 |
Gamma | 0.01 |
Vega | 0.43 |
Distance to Strike | 40.10 |
Distance to Strike in % | 29.36% |
Average Spread | 2.55% |
Last Best Bid Price | 0.80 CHF |
Last Best Ask Price | 0.82 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 69,214 |
Average Sell Volume | 24,829 |
Average Buy Value | 54,905 CHF |
Average Sell Value | 20,204 CHF |
Spreads Availability Ratio | 93.33% |
Quote Availability | 93.33% |