SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.050 | Volume | 30,000 | |
Time | 11:40:28 | Date | 14/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1170501048 |
Valor | 117050104 |
Symbol | PDUFPU |
Strike | 45.00 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 | 0.34% |
Leverage | 5.98 |
Delta | 0.14 |
Gamma | 0.03 |
Vega | 0.06 |
Distance to Strike | 10.08 |
Distance to Strike in % | 28.87% |
Average Spread | 25.19% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 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 | 17,706 CHF |
Average Sell Value | 4,541 CHF |
Spreads Availability Ratio | 84.31% |
Quote Availability | 84.31% |