SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
13:41:00 |
![]() |
2.290
|
2.340
|
CHF |
Volume |
12,500
|
12,500
|
Closing prev. day | 2.370 | ||||
Diff. absolute / % | -0.08 | -3.38% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH0589945572 |
Valor | 58994557 |
Symbol | CFRWTU |
Strike | 117.7634 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 2.03 |
Time value | 0.25 |
Implied volatility | 0.31% |
Leverage | 5.38 |
Delta | 0.87 |
Gamma | 0.01 |
Vega | 0.18 |
Distance to Strike | -19.89 |
Distance to Strike in % | -14.45% |
Average Spread | 1.60% |
Last Best Bid Price | 2.33 CHF |
Last Best Ask Price | 2.37 CHF |
Last Best Bid Volume | 12,500 |
Last Best Ask Volume | 12,500 |
Average Buy Volume | 18,934 |
Average Sell Volume | 17,096 |
Average Buy Value | 44,135 CHF |
Average Sell Value | 40,490 CHF |
Spreads Availability Ratio | 89.91% |
Quote Availability | 89.91% |