SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.070 | ||||
Diff. absolute / % | -0.01 | -14.29% |
Last Price | 0.050 | Volume | 40,000 | |
Time | 11:32:23 | Date | 20/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593326 |
Valor | 124659332 |
Symbol | VBANUU |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
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 | 0.37% |
Leverage | 11.74 |
Delta | 0.38 |
Gamma | 0.03 |
Vega | 0.14 |
Distance to Strike | 4.30 |
Distance to Strike in % | 5.02% |
Average Spread | 44.80% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.07 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 | 1,160 CHF |
Average Sell Value | 1,808 CHF |
Spreads Availability Ratio | 62.97% |
Quote Availability | 62.97% |