SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.220 | Volume | 50,000 | |
Time | 14:54:33 | Date | 03/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312122240 |
Valor | 131212224 |
Symbol | WBSLUU |
Strike | 45.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
Date of maturity | 25/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.33% |
Leverage | 4.52 |
Delta | 0.27 |
Gamma | 0.06 |
Vega | 0.10 |
Distance to Strike | 3.85 |
Distance to Strike in % | 9.36% |
Average Spread | 10.53% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 298,815 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 298,815 |
Average Sell Volume | 50,000 |
Average Buy Value | 26,893 CHF |
Average Sell Value | 5,000 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |