SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.02 | -16.67% |
Last Price | 0.120 | Volume | 4,000 | |
Time | 13:46:20 | Date | 20/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1295317734 |
Valor | 129531773 |
Symbol | GFSH2U |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.29% |
Leverage | 13.83 |
Delta | 0.47 |
Gamma | 0.02 |
Vega | 0.15 |
Distance to Strike | 4.80 |
Distance to Strike in % | 7.36% |
Average Spread | 8.41% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 389,157 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 368,126 |
Average Sell Volume | 75,000 |
Average Buy Value | 41,957 CHF |
Average Sell Value | 9,328 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |