SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
10:17:00 |
0.200
|
0.210
|
CHF | |
Volume |
250,000
|
75,000
|
Closing prev. day | 0.200 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.290 | Volume | 5,000 | |
Time | 09:15:14 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1222357779 |
Valor | 122235777 |
Symbol | UCFR4U |
Strike | 198.2639 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/12/2022 |
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 | 0.30% |
Leverage | 4.02 |
Delta | 0.12 |
Gamma | 0.00 |
Vega | 0.34 |
Distance to Strike | 68.41 |
Distance to Strike in % | 52.69% |
Average Spread | 5.05% |
Last Best Bid Price | 0.20 CHF |
Last Best Ask Price | 0.21 CHF |
Last Best Bid Volume | 250,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 264,373 |
Average Sell Volume | 75,000 |
Average Buy Value | 50,999 CHF |
Average Sell Value | 15,234 CHF |
Spreads Availability Ratio | 95.37% |
Quote Availability | 95.37% |