SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.000 | ||||
Diff. absolute / % | 0.08 | +8.70% |
Last Price | 0.920 | Volume | 5,000 | |
Time | 11:30:15 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246590553 |
Valor | 124659055 |
Symbol | ESQNFU |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.96 |
Time value | 0.04 |
Implied volatility | 0.30% |
Leverage | 4.87 |
Delta | 0.91 |
Gamma | 0.00 |
Vega | 0.26 |
Distance to Strike | -48.20 |
Distance to Strike in % | -17.97% |
Average Spread | 2.97% |
Last Best Bid Price | 0.92 CHF |
Last Best Ask Price | 0.95 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 59,996 |
Average Sell Volume | 20,000 |
Average Buy Value | 54,973 CHF |
Average Sell Value | 18,880 CHF |
Spreads Availability Ratio | 85.56% |
Quote Availability | 85.56% |