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Call Warrant
Symbol:
CSFSWU
ISIN:
CH1262956910
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.720 | ||||
| Diff. absolute / % | -0.08 | -10.39% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1262956910 |
| Valor | 126295691 |
| Symbol | CSFSWU |
| Strike | 100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/07/2023 |
| 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 |
Key data
| Intrinsic value | 0.54 |
| Time value | 0.16 |
| Implied volatility | 0.32% |
| Leverage | 5.82 |
| Delta | 0.90 |
| Gamma | 0.02 |
| Vega | 0.15 |
| Distance to Strike | -13.60 |
| Distance to Strike in % | -11.97% |
market maker quality Date: 16/05/2024
| Average Spread | 2.79% |
| Last Best Bid Price | 0.76 CHF |
| Last Best Ask Price | 0.78 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 70,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 55,286 CHF |
| Average Sell Value | 40,605 CHF |
| Spreads Availability Ratio | 99.19% |
| Quote Availability | 99.19% |
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