SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
16:01:00 |
0.290
|
0.300
|
CHF | |
Volume |
180,000
|
75,000
|
Closing prev. day | 0.310 | ||||
Diff. absolute / % | -0.02 | -6.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227360927 |
Valor | 122736092 |
Symbol | SCFRAU |
Strike | 148.6979 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.83 |
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 | 5.97 |
Delta | 0.28 |
Gamma | 0.01 |
Vega | 0.35 |
Distance to Strike | 18.35 |
Distance to Strike in % | 14.08% |
Average Spread | 3.41% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 170,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 178,068 |
Average Sell Volume | 75,000 |
Average Buy Value | 51,411 CHF |
Average Sell Value | 22,418 CHF |
Spreads Availability Ratio | 95.37% |
Quote Availability | 95.37% |