SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.420 | ||||
Diff. absolute / % | 0.04 | +10.53% |
Last Price | 0.310 | Volume | 5,000 | |
Time | 15:27:41 | Date | 14/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1252978775 |
Valor | 125297877 |
Symbol | ESQNKU |
Strike | 260.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/04/2023 |
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 | 0.16 |
Time value | 0.28 |
Implied volatility | 0.29% |
Leverage | 7.46 |
Delta | 0.61 |
Gamma | 0.01 |
Vega | 0.62 |
Distance to Strike | -8.20 |
Distance to Strike in % | -3.06% |
Average Spread | 5.52% |
Last Best Bid Price | 0.37 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 91,980 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 93,157 |
Average Sell Volume | 20,000 |
Average Buy Value | 34,582 CHF |
Average Sell Value | 7,847 CHF |
Spreads Availability Ratio | 85.56% |
Quote Availability | 85.56% |