SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.660 | ||||
Diff. absolute / % | -0.10 | -15.63% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1305390077 |
Valor | 130539007 |
Symbol | QBAE8U |
Strike | 50.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/11/2023 |
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 |
Intrinsic value | 0.46 |
Time value | 0.20 |
Implied volatility | 0.35% |
Leverage | 6.26 |
Delta | 0.76 |
Gamma | 0.05 |
Vega | 0.10 |
Distance to Strike | -4.56 |
Distance to Strike in % | -8.36% |
Average Spread | 2.41% |
Last Best Bid Price | 0.52 CHF |
Last Best Ask Price | 0.54 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 95,758 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,291 CHF |
Average Sell Value | 42,022 CHF |
Spreads Availability Ratio | 98.17% |
Quote Availability | 98.17% |