SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.770 | ||||
Diff. absolute / % | -0.21 | -8.50% |
Last Price | 1.600 | Volume | 10,000 | |
Time | 09:58:24 | Date | 05/08/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147774595 |
Valor | 114777459 |
Symbol | CABB4U |
Strike | 40.00 - |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 2.04 |
Time value | 0.22 |
Leverage | 4.06 |
Delta | 0.91 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | -10.18 |
Distance to Strike in % | -20.28% |
Average Spread | - |
Last Best Bid Price | 2.40 CHF |
Last Best Ask Price | - CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 0 |
Average Buy Volume | 0 |
Average Sell Volume | 0 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | 0.00% |
Quote Availability | 97.18% |