SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.030 | ||||
Diff. absolute / % | 0.01 | +33.33% |
Last Price | 0.030 | Volume | 300,000 | |
Time | 09:18:45 | Date | 08/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589942868 |
Valor | 58994286 |
Symbol | NESUNU |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 | 0.21% |
Leverage | 7.78 |
Delta | 0.03 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -27.02 |
Distance to Strike in % | -29.06% |
Average Spread | 47.66% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 285,787 |
Average Sell Volume | 100,000 |
Average Buy Value | 5,629 CHF |
Average Sell Value | 3,100 CHF |
Spreads Availability Ratio | 98.26% |
Quote Availability | 98.26% |