SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
12:14:00 |
1.220
|
1.280
|
CHF | |
Volume |
50,000
|
10,000
|
Closing prev. day | 1.220 | ||||
Diff. absolute / % | -0.03 | -2.46% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261676121 |
Valor | 126167612 |
Symbol | 3NFLOU |
Strike | 500.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/04/2023 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Leverage | 7.37 |
Delta | 0.78 |
Gamma | 0.00 |
Vega | 0.63 |
Distance to Strike | -61.08 |
Distance to Strike in % | -10.89% |
Average Spread | 3.86% |
Last Best Bid Price | 1.20 CHF |
Last Best Ask Price | 1.22 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 42,196 |
Average Sell Volume | 20,375 |
Average Buy Value | 54,157 CHF |
Average Sell Value | 26,357 CHF |
Spreads Availability Ratio | 98.56% |
Quote Availability | 98.56% |