SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.040 | ||||
Diff. absolute / % | -0.07 | -6.73% |
Last Price | 1.000 | Volume | 4,400 | |
Time | 11:30:28 | Date | 03/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH0589945580 |
Valor | 58994558 |
Symbol | CFRWUU |
Strike | 137.3906 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 | 0.09 |
Time value | 0.87 |
Implied volatility | 0.27% |
Leverage | 7.87 |
Delta | 0.54 |
Gamma | 0.02 |
Vega | 0.36 |
Distance to Strike | -1.21 |
Distance to Strike in % | -0.87% |
Average Spread | 2.74% |
Last Best Bid Price | 1.01 CHF |
Last Best Ask Price | 1.04 CHF |
Last Best Bid Volume | 12,500 |
Last Best Ask Volume | 12,500 |
Average Buy Volume | 27,466 |
Average Sell Volume | 17,083 |
Average Buy Value | 27,597 CHF |
Average Sell Value | 17,704 CHF |
Spreads Availability Ratio | 89.76% |
Quote Availability | 89.76% |