SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.340 | ||||
Diff. absolute / % | -0.01 | -2.94% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1312122919 |
Valor | 131212291 |
Symbol | YBANZU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
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 |
Intrinsic value | 0.14 |
Time value | 0.20 |
Implied volatility | 0.37% |
Leverage | 4.00 |
Delta | 0.63 |
Gamma | 0.01 |
Vega | 0.30 |
Distance to Strike | -5.70 |
Distance to Strike in % | -6.65% |
Average Spread | 8.22% |
Last Best Bid Price | 0.31 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 7,747 CHF |
Average Sell Value | 8,410 CHF |
Spreads Availability Ratio | 74.47% |
Quote Availability | 74.47% |