SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.080 | ||||
Diff. absolute / % | 0.06 | +5.88% |
Last Price | 1.050 | Volume | 7,500 | |
Time | 09:16:13 | Date | 07/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1258543557 |
Valor | 125854355 |
Symbol | ESQNRU |
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 | 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 | 0.96 |
Time value | 0.12 |
Implied volatility | 0.30% |
Leverage | 4.25 |
Delta | 0.86 |
Gamma | 0.00 |
Vega | 0.46 |
Distance to Strike | -48.20 |
Distance to Strike in % | -17.97% |
Average Spread | 2.06% |
Last Best Bid Price | 1.00 CHF |
Last Best Ask Price | 1.02 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 53,014 |
Average Sell Volume | 20,000 |
Average Buy Value | 52,911 CHF |
Average Sell Value | 20,393 CHF |
Spreads Availability Ratio | 85.56% |
Quote Availability | 85.56% |