SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.060 | ||||
Diff. absolute / % | 0.14 | +233.33% |
Last Price | 0.040 | Volume | 12,500 | |
Time | 09:27:18 | Date | 19/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1202268830 |
Valor | 120226883 |
Symbol | VDUF7U |
Strike | 42.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.31% |
Leverage | 7.67 |
Delta | 0.22 |
Gamma | 0.04 |
Vega | 0.08 |
Distance to Strike | 7.08 |
Distance to Strike in % | 20.27% |
Average Spread | 17.34% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 26,513 CHF |
Average Sell Value | 6,303 CHF |
Spreads Availability Ratio | 93.08% |
Quote Availability | 93.08% |