SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.440 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.530 | Volume | 17,160 | |
Time | 13:45:26 | Date | 26/01/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH0589945598 |
Valor | 58994559 |
Symbol | CFRWVU |
Strike | 157.0179 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
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 | 0.31% |
Leverage | 5.87 |
Delta | 0.19 |
Gamma | 0.01 |
Vega | 0.29 |
Distance to Strike | 26.87 |
Distance to Strike in % | 20.64% |
Average Spread | 5.11% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 136,735 |
Average Sell Volume | 25,000 |
Average Buy Value | 51,648 CHF |
Average Sell Value | 9,949 CHF |
Spreads Availability Ratio | 96.56% |
Quote Availability | 96.56% |