SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.390 | ||||
Diff. absolute / % | 0.01 | +2.56% |
Last Price | 0.390 | Volume | 10,000 | |
Time | 09:15:16 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1304235034 |
Valor | 130423503 |
Symbol | GVON0U |
Strike | 50.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 14/11/2023 |
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 | 0.29 |
Time value | 0.11 |
Implied volatility | 0.34% |
Leverage | 6.94 |
Delta | 1.00 |
Gamma | 0.09 |
Vega | 0.00 |
Distance to Strike | -5.80 |
Distance to Strike in % | -10.39% |
Average Spread | 6.97% |
Last Best Bid Price | 0.38 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 129,279 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 127,676 |
Average Sell Volume | 25,000 |
Average Buy Value | 49,408 CHF |
Average Sell Value | 10,374 CHF |
Spreads Availability Ratio | 94.52% |
Quote Availability | 94.52% |