SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.250 | ||||
Diff. absolute / % | -0.02 | -8.00% |
Last Price | 0.290 | Volume | 5,000 | |
Time | 09:15:14 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1222357779 |
Valor | 122235777 |
Symbol | UCFR4U |
Strike | 198.2639 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/12/2022 |
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 | 1.56 |
Delta | 0.05 |
Gamma | 0.00 |
Vega | 0.19 |
Distance to Strike | 60.31 |
Distance to Strike in % | 43.72% |
Average Spread | 4.32% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 211,417 |
Average Sell Volume | 74,162 |
Average Buy Value | 50,388 CHF |
Average Sell Value | 18,467 CHF |
Spreads Availability Ratio | 89.54% |
Quote Availability | 89.54% |