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Call Warrant
Symbol:
CCFRDU
ISIN:
CH1129668260
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
29.04.24
16:12:00 |
|
1.380
|
1.400
|
CHF |
| Volume |
40,000
|
25,000
|
||
Performance
| Closing prev. day | 1.420 | ||||
| Diff. absolute / % | -0.04 | -2.82% | |||
Determined prices
| Last Price | 2.010 | Volume | 145 | |
| Time | 17:05:42 | Date | 26/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1129668260 |
| Valor | 112966826 |
| Symbol | CCFRDU |
| Strike | 127.577 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 9.81 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 08/10/2021 |
| 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 |
Key data
| Intrinsic value | 0.28 |
| Time value | 1.16 |
| Implied volatility | 0.32% |
| Leverage | 5.28 |
| Delta | 0.57 |
| Gamma | 0.01 |
| Vega | 0.41 |
| Distance to Strike | -2.77 |
| Distance to Strike in % | -2.13% |
market maker quality Date: 26/04/2024
| Average Spread | 1.44% |
| Last Best Bid Price | 1.42 CHF |
| Last Best Ask Price | 1.44 CHF |
| Last Best Bid Volume | 40,000 |
| Last Best Ask Volume | 25,000 |
| Average Buy Volume | 40,000 |
| Average Sell Volume | 25,000 |
| Average Buy Value | 54,410 CHF |
| Average Sell Value | 34,498 CHF |
| Spreads Availability Ratio | 95.37% |
| Quote Availability | 95.37% |
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