SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.02 | -3.23% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1196796481 |
Valor | 119679648 |
Symbol | QCFRMU |
Strike | 158.6111 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/10/2022 |
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 | 0.29% |
Leverage | 3.20 |
Delta | 0.28 |
Gamma | 0.01 |
Vega | 0.58 |
Distance to Strike | 20.66 |
Distance to Strike in % | 14.98% |
Average Spread | 1.74% |
Last Best Bid Price | 0.62 CHF |
Last Best Ask Price | 0.63 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 90,000 |
Average Sell Volume | 74,162 |
Average Buy Value | 53,257 CHF |
Average Sell Value | 44,642 CHF |
Spreads Availability Ratio | 89.54% |
Quote Availability | 89.54% |