SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | 0.01 | +4.35% |
Last Price | 0.190 | Volume | 50,000 | |
Time | 14:40:20 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246587013 |
Valor | 124658701 |
Symbol | ARYFMU |
Strike | 1.60 CHF |
Type | Warrants |
Type | Bull |
Ratio | 1.00 |
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 |
Intrinsic value | 0.18 |
Time value | 0.06 |
Implied volatility | 0.61% |
Leverage | 7.42 |
Delta | 1.00 |
Distance to Strike | -0.18 |
Distance to Strike in % | -10.11% |
Average Spread | 8.12% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 214,439 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 214,995 |
Average Sell Volume | 75,000 |
Average Buy Value | 46,129 CHF |
Average Sell Value | 17,453 CHF |
Spreads Availability Ratio | 99.03% |
Quote Availability | 99.03% |