SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -50.00% |
Last Price | 0.050 | Volume | 50,000 | |
Time | 09:16:13 | Date | 14/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1200646995 |
Valor | 120064699 |
Symbol | DSRA6U |
Strike | 30.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/07/2022 |
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 | 0.23% |
Leverage | 54.40 |
Delta | 0.28 |
Gamma | 0.21 |
Vega | 0.03 |
Distance to Strike | -0.90 |
Distance to Strike in % | -3.09% |
Average Spread | 67.14% |
Last Best Bid Price | 0.02 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 459,580 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 469,774 |
Average Sell Volume | 50,000 |
Average Buy Value | 9,317 CHF |
Average Sell Value | 1,990 CHF |
Spreads Availability Ratio | 99.02% |
Quote Availability | 99.02% |