SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.320 | ||||
Diff. absolute / % | -0.01 | -3.03% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1298329272 |
Valor | 129832927 |
Symbol | GLAN8U |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/10/2023 |
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 |
Intrinsic value | 0.24 |
Time value | 0.10 |
Implied volatility | 0.33% |
Leverage | 6.37 |
Delta | 0.67 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | -4.80 |
Distance to Strike in % | -7.41% |
Average Spread | 4.87% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 118,790 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 121,575 |
Average Sell Volume | 75,000 |
Average Buy Value | 37,558 CHF |
Average Sell Value | 24,337 CHF |
Spreads Availability Ratio | 99.00% |
Quote Availability | 99.00% |