SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
15:24:00 |
0.680
|
0.710
|
CHF | |
Volume |
80,000
|
25,000
|
Closing prev. day | 0.740 | ||||
Diff. absolute / % | -0.06 | -8.11% |
Last Price | 0.300 | Volume | 5,000 | |
Time | 10:00:21 | Date | 25/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1272051819 |
Valor | 127205181 |
Symbol | VGOOJU |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 23/05/2023 |
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 | 9.94 |
Delta | 0.76 |
Gamma | 0.01 |
Vega | 0.21 |
Distance to Strike | -13.63 |
Distance to Strike in % | -7.85% |
Average Spread | 2.80% |
Last Best Bid Price | 0.74 CHF |
Last Best Ask Price | 0.75 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 62,877 |
Average Sell Volume | 31,896 |
Average Buy Value | 52,730 CHF |
Average Sell Value | 26,968 CHF |
Spreads Availability Ratio | 70.21% |
Quote Availability | 70.21% |