SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.500 | ||||
Diff. absolute / % | -0.02 | -4.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280380416 |
Valor | 128038041 |
Symbol | BOSDBU |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
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 |
Intrinsic value | 0.10 |
Time value | 0.40 |
Implied volatility | 0.33% |
Leverage | 5.20 |
Delta | 0.58 |
Gamma | 0.01 |
Vega | 0.72 |
Distance to Strike | -5.00 |
Distance to Strike in % | -2.22% |
Average Spread | 2.05% |
Last Best Bid Price | 0.50 CHF |
Last Best Ask Price | 0.51 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 99,909 |
Average Sell Volume | 50,000 |
Average Buy Value | 50,695 CHF |
Average Sell Value | 25,896 CHF |
Spreads Availability Ratio | 85.64% |
Quote Availability | 85.64% |