SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.360 | ||||
Diff. absolute / % | -0.08 | -21.62% |
Last Price | 0.500 | Volume | 15,000 | |
Time | 11:18:05 | Date | 16/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1315868997 |
Valor | 131586899 |
Symbol | YPSADU |
Strike | 300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.28 |
Time value | 0.05 |
Implied volatility | 0.46% |
Leverage | 8.79 |
Delta | 0.86 |
Gamma | 0.01 |
Vega | 0.23 |
Distance to Strike | -27.50 |
Distance to Strike in % | -8.40% |
Average Spread | 6.88% |
Last Best Bid Price | 0.37 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 37,500 |
Last Best Ask Volume | 37,500 |
Average Buy Volume | 37,500 |
Average Sell Volume | 37,500 |
Average Buy Value | 13,740 CHF |
Average Sell Value | 14,719 CHF |
Spreads Availability Ratio | 97.72% |
Quote Availability | 97.72% |