SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.130 | ||||
Diff. absolute / % | -0.01 | -7.69% |
Last Price | 0.130 | Volume | 70,000 | |
Time | 14:10:16 | Date | 12/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280380036 |
Valor | 128038003 |
Symbol | ARYHDU |
Strike | 1.80 CHF |
Type | Warrants |
Type | Bull |
Ratio | 1.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
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 | 0.52% |
Leverage | 2.51 |
Delta | 0.18 |
Gamma | 1.54 |
Vega | 0.00 |
Distance to Strike | 0.09 |
Distance to Strike in % | 5.20% |
Average Spread | 17.55% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 323,241 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 232,251 |
Average Sell Volume | 62,202 |
Average Buy Value | 26,853 CHF |
Average Sell Value | 8,360 CHF |
Spreads Availability Ratio | 98.73% |
Quote Availability | 98.73% |