SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
10:49:00 |
0.640
|
0.650
|
CHF | |
Volume |
80,000
|
75,000
|
Closing prev. day | 0.640 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.700 | Volume | 4,000 | |
Time | 13:12:45 | Date | 11/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1227360935 |
Valor | 122736093 |
Symbol | SCFRBU |
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 | 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 | 3.95 |
Delta | 0.39 |
Gamma | 0.01 |
Vega | 0.63 |
Distance to Strike | 18.30 |
Distance to Strike in % | 14.03% |
Average Spread | 1.62% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 88,132 |
Average Sell Volume | 75,000 |
Average Buy Value | 53,959 CHF |
Average Sell Value | 46,708 CHF |
Spreads Availability Ratio | 95.37% |
Quote Availability | 95.37% |