SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | -0.01 | -6.25% |
Last Price | 0.160 | Volume | 30,000 | |
Time | 09:57:54 | Date | 24/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1170501014 |
Valor | 117050101 |
Symbol | PDUFMU |
Strike | 36.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.00 |
Time value | 0.14 |
Implied volatility | 0.32% |
Leverage | 6.84 |
Delta | 0.53 |
Gamma | 0.06 |
Vega | 0.09 |
Distance to Strike | -0.06 |
Distance to Strike in % | -0.17% |
Average Spread | 6.32% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 340,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 333,357 |
Average Sell Volume | 100,000 |
Average Buy Value | 51,066 CHF |
Average Sell Value | 16,332 CHF |
Spreads Availability Ratio | 98.16% |
Quote Availability | 98.16% |