SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
22.05.24
13:17:00 |
2.979
|
2.500
|
CHF | |
Volume |
25,000
|
5,000
|
Closing prev. day | 3.038 | ||||
Diff. absolute / % | -0.17 | -5.56% |
Last Price | 2.503 | Volume | 5,000 | |
Time | 13:32:40 | Date | 06/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147774579 |
Valor | 114777457 |
Symbol | CABB2U |
Strike | 36.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 |
Intrinsic value | 2.77 |
Time value | 0.22 |
Leverage | 3.28 |
Delta | 0.98 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | -13.68 |
Distance to Strike in % | -27.53% |
Average Spread | - |
Last Best Bid Price | 3.03 CHF |
Last Best Ask Price | - CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 0 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | 0.00% |
Quote Availability | 79.52% |