SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.03 | -75.00% |
Last Price | 0.310 | Volume | 20,000 | |
Time | 10:17:27 | Date | 26/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1199011037 |
Valor | 119901103 |
Symbol | FSTM2U |
Strike | 160.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/06/2022 |
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 | 0.33% |
Leverage | 9.14 |
Delta | 0.05 |
Gamma | 0.01 |
Vega | 0.06 |
Distance to Strike | -22.35 |
Distance to Strike in % | -16.24% |
Average Spread | 33.70% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 10,000 |
Average Buy Volume | 479,612 |
Average Sell Volume | 10,000 |
Average Buy Value | 21,404 CHF |
Average Sell Value | 625 CHF |
Spreads Availability Ratio | 96.94% |
Quote Availability | 96.94% |