SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.08 | -50.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593318 |
Valor | 124659331 |
Symbol | IBALFU |
Strike | 160.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 30.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.21% |
Leverage | 13.08 |
Delta | 0.30 |
Gamma | 0.05 |
Vega | 0.23 |
Distance to Strike | 3.20 |
Distance to Strike in % | 2.04% |
Average Spread | 6.11% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 345,662 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 309,102 |
Average Sell Volume | 50,000 |
Average Buy Value | 50,761 CHF |
Average Sell Value | 8,757 CHF |
Spreads Availability Ratio | 56.43% |
Quote Availability | 56.43% |