SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | 0.02 | +20.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1329014307 |
Valor | 132901430 |
Symbol | HBAR3U |
Strike | 1,300.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/03/2024 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.10 |
Time value | 0.03 |
Implied volatility | 0.32% |
Leverage | 13.90 |
Delta | 0.67 |
Gamma | 0.00 |
Vega | 1.35 |
Distance to Strike | -50.00 |
Distance to Strike in % | -3.70% |
Average Spread | 19.99% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 271,597 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 274,384 |
Average Sell Volume | 75,000 |
Average Buy Value | 26,134 CHF |
Average Sell Value | 8,728 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |