SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
16.07.24
14:29:00 |
0.210
|
0.230
|
CHF | |
Volume |
240,000
|
75,000
|
Closing prev. day | 0.240 | ||||
Diff. absolute / % | -0.03 | -12.50% |
Last Price | 0.120 | Volume | 25,000 | |
Time | 15:07:59 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1151231755 |
Valor | 115123175 |
Symbol | CNOVJU |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/01/2022 |
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 | 0.17% |
Leverage | 6.62 |
Delta | 0.19 |
Gamma | 0.02 |
Vega | 0.35 |
Distance to Strike | 12.75 |
Distance to Strike in % | 11.88% |
Average Spread | 8.25% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 230,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 205,809 |
Average Sell Volume | 75,000 |
Average Buy Value | 50,636 CHF |
Average Sell Value | 20,081 CHF |
Spreads Availability Ratio | 95.22% |
Quote Availability | 95.22% |