SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.310 | Volume | 10,000 | |
Time | 09:25:24 | Date | 13/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1315871926 |
Valor | 131587192 |
Symbol | YPSATU |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/01/2024 |
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 | 0.30% |
Leverage | 9.81 |
Delta | 0.44 |
Gamma | 0.00 |
Vega | 1.08 |
Distance to Strike | 39.50 |
Distance to Strike in % | 10.96% |
Average Spread | 13.59% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 306,988 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 302,273 |
Average Sell Volume | 75,000 |
Average Buy Value | 36,283 CHF |
Average Sell Value | 10,350 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |