SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | -0.04 | -18.18% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280377099 |
Valor | 128037709 |
Symbol | CSFZ3U |
Strike | 1,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
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 |
Implied volatility | 0.27% |
Leverage | 3.14 |
Delta | 0.13 |
Gamma | 0.00 |
Vega | 1.71 |
Distance to Strike | 149.00 |
Distance to Strike in % | 17.51% |
Average Spread | 5.19% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 188,285 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 182,550 |
Average Sell Volume | 50,000 |
Average Buy Value | 38,496 CHF |
Average Sell Value | 11,116 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |