SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.05.24
10:35:00 |
0.360
|
0.380
|
CHF | |
Volume |
140,000
|
75,000
|
Closing prev. day | 0.390 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227360927 |
Valor | 122736092 |
Symbol | SCFRAU |
Strike | 148.6979 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.30% |
Leverage | 4.86 |
Delta | 0.27 |
Gamma | 0.02 |
Vega | 0.35 |
Distance to Strike | 12.50 |
Distance to Strike in % | 9.18% |
Average Spread | 2.83% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 140,008 |
Average Sell Volume | 74,678 |
Average Buy Value | 51,839 CHF |
Average Sell Value | 28,469 CHF |
Spreads Availability Ratio | 88.61% |
Quote Availability | 88.61% |