SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
10.05.24
14:39:00 |
0.240
|
0.250
|
CHF | |
Volume |
169,128
|
50,000
|
Closing prev. day | 0.240 | ||||
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 | CH1298328977 |
Valor | 129832897 |
Symbol | DFORLU |
Strike | 1,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/10/2023 |
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 |
Intrinsic value | 0.18 |
Time value | 0.06 |
Implied volatility | 0.27% |
Leverage | 7.73 |
Delta | 0.85 |
Gamma | 0.00 |
Vega | 1.52 |
Distance to Strike | -92.00 |
Distance to Strike in % | -8.42% |
Average Spread | 6.46% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.25 CHF |
Last Best Bid Volume | 171,517 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 168,820 |
Average Sell Volume | 50,000 |
Average Buy Value | 40,431 CHF |
Average Sell Value | 12,775 CHF |
Spreads Availability Ratio | 98.83% |
Quote Availability | 98.83% |