SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.03 | -60.00% |
Last Price | 0.020 | Volume | 20,000 | |
Time | 10:43:32 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246586874 |
Valor | 124658687 |
Symbol | NADE7U |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.28% |
Leverage | 12.23 |
Delta | 0.25 |
Gamma | 0.06 |
Vega | 0.07 |
Distance to Strike | 3.82 |
Distance to Strike in % | 10.56% |
Average Spread | 18.49% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 24,930 CHF |
Average Sell Value | 6,000 CHF |
Spreads Availability Ratio | 98.07% |
Quote Availability | 98.07% |