SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.090 | ||||
Diff. absolute / % | 0.01 | +12.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312125649 |
Valor | 131212564 |
Symbol | YOER3U |
Strike | 4.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 2.00 |
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 | 0.32% |
Leverage | 8.44 |
Delta | 0.37 |
Gamma | 0.40 |
Vega | 0.01 |
Distance to Strike | 0.30 |
Distance to Strike in % | 8.23% |
Average Spread | 11.40% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 409,974 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 382,636 |
Average Sell Volume | 50,000 |
Average Buy Value | 31,736 CHF |
Average Sell Value | 4,651 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |