SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.03 | -37.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593326 |
Valor | 124659332 |
Symbol | VBANUU |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 |
Implied volatility | 0.36% |
Leverage | 7.37 |
Delta | 0.26 |
Gamma | 0.02 |
Vega | 0.16 |
Distance to Strike | 10.00 |
Distance to Strike in % | 12.50% |
Average Spread | 18.69% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 426,895 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 409,185 |
Average Sell Volume | 50,000 |
Average Buy Value | 29,750 CHF |
Average Sell Value | 4,387 CHF |
Spreads Availability Ratio | 98.91% |
Quote Availability | 98.91% |