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Call Warrant
Symbol:
CFRWUU
ISIN:
CH0589945580
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
13:22:00 |
|
0.950
|
0.990
|
CHF |
| Volume |
12,500
|
12,500
|
||
Performance
| Closing prev. day | 1.040 | ||||
| Diff. absolute / % | -0.11 | -10.58% | |||
Determined prices
| Last Price | 1.000 | Volume | 4,400 | |
| Time | 11:30:28 | Date | 03/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH0589945580 |
| Valor | 58994558 |
| Symbol | CFRWUU |
| Strike | 137.3906 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 |
Key data
| Intrinsic value | 0.04 |
| Time value | 0.90 |
| Implied volatility | 0.27% |
| Leverage | 7.86 |
| Delta | 0.53 |
| Gamma | 0.02 |
| Vega | 0.36 |
| Distance to Strike | -0.46 |
| Distance to Strike in % | -0.33% |
market maker quality Date: 15/07/2024
| Average Spread | 2.74% |
| Last Best Bid Price | 1.01 CHF |
| Last Best Ask Price | 1.04 CHF |
| Last Best Bid Volume | 12,500 |
| Last Best Ask Volume | 12,500 |
| Average Buy Volume | 27,466 |
| Average Sell Volume | 17,083 |
| Average Buy Value | 27,597 CHF |
| Average Sell Value | 17,704 CHF |
| Spreads Availability Ratio | 89.76% |
| Quote Availability | 89.76% |
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