SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.410 | ||||
Diff. absolute / % | -0.06 | -14.63% |
Last Price | 0.420 | Volume | 500 | |
Time | 10:11:10 | Date | 05/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1170501436 |
Valor | 117050143 |
Symbol | BBEASU |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.37 |
Time value | 0.02 |
Implied volatility | 0.35% |
Leverage | 10.92 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 0.08 |
Distance to Strike | 37.00 |
Distance to Strike in % | 8.47% |
Average Spread | 6.26% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.43 CHF |
Last Best Bid Volume | 66,809 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 65,962 |
Average Sell Volume | 20,000 |
Average Buy Value | 27,993 CHF |
Average Sell Value | 9,038 CHF |
Spreads Availability Ratio | 99.28% |
Quote Availability | 99.28% |