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Call Warrant
Symbol:
A5CFRU
ISIN:
CH1264829487
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.07.24
09:32:00 |
|
0.050
|
0.070
|
CHF |
| Volume |
100,000
|
100,000
|
||
Performance
| Closing prev. day | 0.070 | ||||
| Diff. absolute / % | -0.01 | -12.50% | |||
Determined prices
| Last Price | 0.070 | Volume | 5,000 | |
| Time | 17:14:42 | Date | 15/07/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1264829487 |
| Valor | 126482948 |
| Symbol | A5CFRU |
| Strike | 158.6111 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 49.56 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/08/2023 |
| 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 |
Key data
| Implied volatility | 0.29% |
| Leverage | 7.72 |
| Delta | 0.17 |
| Gamma | 0.01 |
| Vega | 0.22 |
| Distance to Strike | 21.56 |
| Distance to Strike in % | 15.73% |
market maker quality Date: 15/07/2024
| Average Spread | 19.31% |
| Last Best Bid Price | 0.06 CHF |
| Last Best Ask Price | 0.07 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 247,079 |
| Average Sell Volume | 136,770 |
| Average Buy Value | 14,483 CHF |
| Average Sell Value | 9,741 CHF |
| Spreads Availability Ratio | 89.91% |
| Quote Availability | 89.91% |
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