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Call Warrant
Symbol:
CSFSZU
ISIN:
CH1280377040
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
27.05.24
15:13:00 |
|
1.210
|
1.240
|
CHF |
| Volume |
50,000
|
50,000
|
||
Performance
| Closing prev. day | 1.270 | ||||
| Diff. absolute / % | -0.08 | -9.64% | |||
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 | CH1280377040 |
| Valor | 128037704 |
| Symbol | CSFSZU |
| 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 | 19/09/2023 |
| Date of maturity | 26/03/2025 |
| Last trading day | 21/03/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Intrinsic value | 1.14 |
| Time value | 0.11 |
| Implied volatility | 0.34% |
| Leverage | 3.48 |
| Delta | 0.85 |
| Gamma | 0.01 |
| Vega | 0.26 |
| Distance to Strike | -28.40 |
| Distance to Strike in % | -22.12% |
market maker quality Date: 24/05/2024
| Average Spread | 1.79% |
| Last Best Bid Price | 1.27 CHF |
| Last Best Ask Price | 1.29 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 62,071 CHF |
| Average Sell Value | 63,191 CHF |
| Spreads Availability Ratio | 96.10% |
| Quote Availability | 96.10% |
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