SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.410 | ||||
Diff. absolute / % | 0.08 | +6.02% |
Last Price | 1.300 | Volume | 1,600 | |
Time | 09:15:07 | Date | 06/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1258543540 |
Valor | 125854354 |
Symbol | ESQNQU |
Strike | 200.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.36 |
Time value | 0.05 |
Implied volatility | 0.32% |
Leverage | 3.55 |
Delta | 0.93 |
Gamma | 0.00 |
Vega | 0.25 |
Distance to Strike | -68.20 |
Distance to Strike in % | -25.43% |
Average Spread | 2.29% |
Last Best Bid Price | 1.33 CHF |
Last Best Ask Price | 1.36 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 20,000 |
Average Buy Value | 52,988 CHF |
Average Sell Value | 27,108 CHF |
Spreads Availability Ratio | 85.56% |
Quote Availability | 85.56% |