SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.120 | Volume | 25,000 | |
Time | 14:29:53 | Date | 22/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1177820045 |
Valor | 117782004 |
Symbol | CLANMU |
Strike | 70.00 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 | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.30% |
Leverage | 11.69 |
Delta | 0.41 |
Gamma | 0.09 |
Vega | 0.10 |
Distance to Strike | -0.90 |
Distance to Strike in % | -1.30% |
Average Spread | 8.46% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 265,163 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 283,564 |
Average Sell Volume | 75,000 |
Average Buy Value | 32,194 CHF |
Average Sell Value | 9,283 CHF |
Spreads Availability Ratio | 91.52% |
Quote Availability | 91.52% |