SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | -0.02 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312121606 |
Valor | 131212160 |
Symbol | DSFSLU |
Strike | 150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.24% |
Leverage | 5.59 |
Delta | 0.09 |
Gamma | 0.01 |
Vega | 0.17 |
Distance to Strike | 25.00 |
Distance to Strike in % | 20.00% |
Average Spread | 13.45% |
Last Best Bid Price | 0.08 CHF |
Last Best Ask Price | 0.09 CHF |
Last Best Bid Volume | 279,423 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 278,488 |
Average Sell Volume | 50,000 |
Average Buy Value | 22,721 CHF |
Average Sell Value | 4,669 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |