SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
11:16:00 |
0.090
|
0.100
|
CHF | |
Volume |
300,000
|
100,000
|
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.01 | +12.50% |
Last Price | 0.080 | Volume | 20,000 | |
Time | 14:54:04 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147770809 |
Valor | 114777080 |
Symbol | BNES3U |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
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 | 0.18% |
Leverage | 9.06 |
Delta | 0.12 |
Gamma | 0.01 |
Vega | 0.23 |
Distance to Strike | -25.66 |
Distance to Strike in % | -27.20% |
Average Spread | 12.87% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 300,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 21,877 CHF |
Average Sell Value | 8,292 CHF |
Spreads Availability Ratio | 99.74% |
Quote Availability | 99.74% |