SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
10:19:00 |
0.160
|
0.190
|
CHF | |
Volume |
320,000
|
10,000
|
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1277609983 |
Valor | 127760998 |
Symbol | YBABLU |
Strike | 100.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Delta | 0.39 |
Gamma | 0.02 |
Vega | 0.20 |
Distance to Strike | 13.29 |
Distance to Strike in % | 15.33% |
Average Spread | 33.12% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 499,993 |
Average Sell Volume | 15,354 |
Average Buy Value | 35,956 CHF |
Average Sell Value | 1,546 CHF |
Spreads Availability Ratio | 85.58% |
Quote Availability | 85.58% |