SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.01 | +7.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1278650648 |
Valor | 127865064 |
Symbol | OUBXRU |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/06/2023 |
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 | 0.44% |
Leverage | 5.41 |
Delta | 0.42 |
Gamma | 0.02 |
Vega | 0.22 |
Distance to Strike | 4.50 |
Distance to Strike in % | 4.71% |
Average Spread | 7.68% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 327,851 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 333,490 |
Average Sell Volume | 50,000 |
Average Buy Value | 41,773 CHF |
Average Sell Value | 6,768 CHF |
Spreads Availability Ratio | 81.26% |
Quote Availability | 81.26% |