| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:22:15 |
|
0.010
|
0.020
|
CHF |
| Volume |
400,000
|
200,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
| Closing prev. day | 0.020 | ||||
| Diff. absolute / % | -0.01 | -50.00% | |||
| Last Price | 0.020 | Volume | 100,000 | |
| Time | 13:55:37 | Date | 17/08/2026 |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call Warrant |
| ISIN | CH1451405257 |
| Valor | 145140525 |
| Symbol | S6YBIU |
| Strike | 240.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 25/06/2025 |
| Date of maturity | 23/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
| Implied volatility | 0.30% |
| Leverage | 50.97 |
| Delta | 0.14 |
| Gamma | 0.01 |
| Vega | 0.23 |
| Distance to Strike | 53.55 |
| Distance to Strike in % | 28.72% |
| Average Spread | 66.67% |
| Last Best Bid Price | 0.01 CHF |
| Last Best Ask Price | 0.02 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 3,000 CHF |
| Average Sell Value | 2,000 CHF |
| Spreads Availability Ratio | 64.38% |
| Quote Availability | 64.38% |