SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | -0.01 | -2.22% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1333237779 |
Valor | 133323777 |
Symbol | IGAL6U |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/03/2024 |
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 | 0.36 |
Time value | 0.12 |
Implied volatility | 0.31% |
Leverage | 7.37 |
Delta | 0.81 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | -7.11 |
Distance to Strike in % | -8.16% |
Average Spread | 4.27% |
Last Best Bid Price | 0.44 CHF |
Last Best Ask Price | 0.46 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 106,424 |
Average Sell Volume | 50,000 |
Average Buy Value | 51,657 CHF |
Average Sell Value | 25,369 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |