SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.01 | -12.50% |
Last Price | 0.010 | Volume | 25,000 | |
Time | 17:03:16 | Date | 16/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1264829214 |
Valor | 126482921 |
Symbol | FBARXU |
Strike | 1,600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/08/2023 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.27% |
Leverage | 23.56 |
Delta | 0.45 |
Gamma | 0.00 |
Vega | 1.93 |
Distance to Strike | 27.00 |
Distance to Strike in % | 1.72% |
Average Spread | 25.07% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 323,809 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 334,766 |
Average Sell Volume | 75,000 |
Average Buy Value | 20,256 CHF |
Average Sell Value | 5,850 CHF |
Spreads Availability Ratio | 99.02% |
Quote Availability | 99.02% |