SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.190 | ||||
Diff. absolute / % | 0.02 | +10.53% |
Last Price | 0.100 | Volume | 45,000 | |
Time | 16:29:53 | Date | 18/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1278647289 |
Valor | 127864728 |
Symbol | YBANFU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/06/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.14 |
Time value | 0.06 |
Implied volatility | 0.43% |
Leverage | 7.62 |
Delta | 0.71 |
Gamma | 0.03 |
Vega | 0.12 |
Distance to Strike | -5.70 |
Distance to Strike in % | -6.65% |
Average Spread | 14.51% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 4,118 CHF |
Average Sell Value | 4,754 CHF |
Spreads Availability Ratio | 73.63% |
Quote Availability | 73.63% |