SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | -0.02 | -6.06% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1147773902 |
Valor | 114777390 |
Symbol | CSREUU |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
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 |
Implied volatility | 0.22% |
Leverage | 9.20 |
Delta | 0.22 |
Gamma | 0.01 |
Vega | 0.34 |
Distance to Strike | -19.85 |
Distance to Strike in % | -18.02% |
Average Spread | 5.48% |
Last Best Bid Price | 0.29 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 180,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 172,094 |
Average Sell Volume | 50,000 |
Average Buy Value | 51,472 CHF |
Average Sell Value | 15,803 CHF |
Spreads Availability Ratio | 92.15% |
Quote Availability | 92.15% |