SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
21.05.24
13:43:00 |
0.007
|
0.012
|
CHF | |
Volume |
500,000
|
500,000
|
Closing prev. day | 0.012 | ||||
Diff. absolute / % | -0.01 | -53.85% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1258545008 |
Valor | 125854500 |
Symbol | 0MBTYU |
Strike | 0.2632 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.19 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 2.03% |
Leverage | 0.04 |
Delta | 0.00 |
Gamma | 1.28 |
Vega | 0.00 |
Distance to Strike | 0.25 |
Distance to Strike in % | 2,406.67% |
Average Spread | 57.18% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 500,000 |
Average Buy Value | 3,359 CHF |
Average Sell Value | 6,039 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |