SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.260 | ||||
Diff. absolute / % | -0.08 | -30.77% |
Last Price | 0.260 | Volume | 100,000 | |
Time | 14:04:44 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276034704 |
Valor | 127603470 |
Symbol | JBALZU |
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 | 20/06/2023 |
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 |
Implied volatility | 0.23% |
Leverage | 8.07 |
Delta | 0.34 |
Gamma | 0.03 |
Vega | 0.37 |
Distance to Strike | 3.20 |
Distance to Strike in % | 2.04% |
Average Spread | 3.97% |
Last Best Bid Price | 0.25 CHF |
Last Best Ask Price | 0.26 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 191,179 |
Average Sell Volume | 50,000 |
Average Buy Value | 50,776 CHF |
Average Sell Value | 13,848 CHF |
Spreads Availability Ratio | 98.98% |
Quote Availability | 98.98% |