SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.990 | ||||
Diff. absolute / % | -0.14 | -13.74% |
Last Price | 1.040 | Volume | 1,000 | |
Time | 16:51:53 | Date | 29/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147773878 |
Valor | 114777387 |
Symbol | CSRERU |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.03 |
Time value | 0.99 |
Implied volatility | 0.26% |
Leverage | 5.26 |
Delta | 0.54 |
Gamma | 0.01 |
Vega | 0.47 |
Distance to Strike | 0.30 |
Distance to Strike in % | 0.30% |
Average Spread | 1.47% |
Last Best Bid Price | 0.98 CHF |
Last Best Ask Price | 0.99 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 98,131 CHF |
Average Sell Value | 99,579 CHF |
Spreads Availability Ratio | 97.95% |
Quote Availability | 97.95% |