SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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16.07.24
15:17:00 |
![]() |
0.550
|
0.570
|
CHF |
Volume |
100,000
|
75,000
|
Closing prev. day | 0.600 | ||||
Diff. absolute / % | -0.05 | -8.33% |
Last Price | 0.310 | Volume | 5,000 | |
Time | 09:16:59 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589946158 |
Valor | 58994615 |
Symbol | WHNOVU |
Strike | 100.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 | 0.48 |
Time value | 0.06 |
Implied volatility | 0.17% |
Leverage | 10.93 |
Delta | 0.83 |
Gamma | 0.04 |
Vega | 0.17 |
Distance to Strike | -7.25 |
Distance to Strike in % | -6.76% |
Average Spread | 3.30% |
Last Best Bid Price | 0.58 CHF |
Last Best Ask Price | 0.60 CHF |
Last Best Bid Volume | 90,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 82,433 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,148 CHF |
Average Sell Value | 49,118 CHF |
Spreads Availability Ratio | 95.21% |
Quote Availability | 95.21% |