SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
13:24:00 |
0.520
|
0.530
|
CHF | |
Volume |
100,000
|
75,000
|
Closing prev. day | 0.510 | ||||
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 | CH1196796481 |
Valor | 119679648 |
Symbol | QCFRMU |
Strike | 158.6111 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/10/2022 |
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 | 0.31% |
Leverage | 3.99 |
Delta | 0.32 |
Gamma | 0.01 |
Vega | 0.59 |
Distance to Strike | 28.21 |
Distance to Strike in % | 21.63% |
Average Spread | 2.03% |
Last Best Bid Price | 0.51 CHF |
Last Best Ask Price | 0.52 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 108,040 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,665 CHF |
Average Sell Value | 37,337 CHF |
Spreads Availability Ratio | 95.37% |
Quote Availability | 95.37% |