SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
03.05.24
09:01:00 |
0.080
|
0.090
|
CHF | |
Volume |
500,000
|
100,000
|
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.120 | Volume | 3,000 | |
Time | 09:15:20 | Date | 05/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1151233967 |
Valor | 115123396 |
Symbol | CZURTU |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/01/2022 |
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 | 0.22% |
Leverage | 14.56 |
Delta | 0.08 |
Gamma | 0.00 |
Vega | 0.84 |
Distance to Strike | -159.30 |
Distance to Strike in % | -36.15% |
Average Spread | 13.02% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 40,000 CHF |
Average Sell Value | 9,120 CHF |
Spreads Availability Ratio | 99.41% |
Quote Availability | 99.41% |