SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
11:46:00 |
0.050
|
0.060
|
CHF | |
Volume |
500,000
|
50,000
|
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.02 | -28.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1283155856 |
Valor | 128315585 |
Symbol | SENDTU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/07/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.39% |
Leverage | 10.16 |
Delta | 0.29 |
Gamma | 0.02 |
Vega | 0.14 |
Distance to Strike | 10.70 |
Distance to Strike in % | 15.44% |
Average Spread | 23.57% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 29,328 CHF |
Average Sell Value | 3,719 CHF |
Spreads Availability Ratio | 69.31% |
Quote Availability | 69.31% |