SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.280 | ||||
Diff. absolute / % | -0.09 | -7.03% |
Last Price | 1.330 | Volume | 334 | |
Time | 15:30:41 | Date | 16/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261080290 |
Valor | 126108029 |
Symbol | NALCDU |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/07/2023 |
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 |
Intrinsic value | 1.05 |
Time value | 0.16 |
Implied volatility | 0.26% |
Leverage | 6.13 |
Delta | 0.92 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | -10.46 |
Distance to Strike in % | -13.00% |
Average Spread | 0.92% |
Last Best Bid Price | 1.27 CHF |
Last Best Ask Price | 1.28 CHF |
Last Best Bid Volume | 40,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 40,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 51,794 CHF |
Average Sell Value | 32,670 CHF |
Spreads Availability Ratio | 87.80% |
Quote Availability | 87.80% |