SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
12:07:00 |
0.320
|
0.320
|
CHF | |
Volume |
170,000
|
100,000
|
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.02 | -6.06% |
Last Price | 0.470 | Volume | 1,000 | |
Time | 15:35:50 | Date | 09/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147779206 |
Valor | 114777920 |
Symbol | CZURFU |
Strike | 500.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Implied volatility | 0.20% |
Leverage | 7.19 |
Delta | 0.26 |
Gamma | 0.00 |
Vega | 1.75 |
Distance to Strike | -58.60 |
Distance to Strike in % | -13.28% |
Average Spread | 3.65% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 160,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 158,564 |
Average Sell Volume | 100,000 |
Average Buy Value | 52,192 CHF |
Average Sell Value | 34,148 CHF |
Spreads Availability Ratio | 99.31% |
Quote Availability | 99.31% |