SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | 0.02 | +13.33% |
Last Price | 0.090 | Volume | 22,000 | |
Time | 16:50:24 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593540 |
Valor | 124659354 |
Symbol | BOSCNU |
Strike | 240.00 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 |
Implied volatility | 0.28% |
Leverage | 8.41 |
Delta | 0.35 |
Gamma | 0.01 |
Vega | 0.48 |
Distance to Strike | 11.50 |
Distance to Strike in % | 5.03% |
Average Spread | 8.57% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 173,798 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 182,355 |
Average Sell Volume | 50,000 |
Average Buy Value | 24,424 CHF |
Average Sell Value | 7,304 CHF |
Spreads Availability Ratio | 97.49% |
Quote Availability | 97.49% |