SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1170501014 |
Valor | 117050101 |
Symbol | PDUFMU |
Strike | 36.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.32% |
Leverage | 5.94 |
Delta | 0.48 |
Gamma | 0.05 |
Vega | 0.11 |
Distance to Strike | 1.08 |
Distance to Strike in % | 3.09% |
Average Spread | 7.09% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 390,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 372,039 |
Average Sell Volume | 100,000 |
Average Buy Value | 50,591 CHF |
Average Sell Value | 14,617 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |