SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.02 | -18.18% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1295317429 |
Valor | 129531742 |
Symbol | PCLNEU |
Strike | 16.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
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 | 0.25% |
Leverage | 7.05 |
Delta | 0.25 |
Gamma | 0.14 |
Vega | 0.04 |
Distance to Strike | 1.61 |
Distance to Strike in % | 11.19% |
Average Spread | 9.05% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 454,900 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 440,532 |
Average Sell Volume | 25,000 |
Average Buy Value | 46,523 CHF |
Average Sell Value | 2,894 CHF |
Spreads Availability Ratio | 68.02% |
Quote Availability | 68.02% |