SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.660 | ||||
Diff. absolute / % | 0.02 | +3.03% |
Last Price | 0.590 | Volume | 30,000 | |
Time | 16:03:05 | Date | 02/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1333237704 |
Valor | 133323770 |
Symbol | IGALZU |
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 | 22/03/2024 |
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 | 0.63 |
Time value | 0.06 |
Implied volatility | 0.53% |
Leverage | 5.15 |
Delta | 0.98 |
Gamma | 0.01 |
Vega | 0.02 |
Distance to Strike | -12.68 |
Distance to Strike in % | -17.45% |
Average Spread | 4.21% |
Last Best Bid Price | 0.64 CHF |
Last Best Ask Price | 0.66 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 54,386 CHF |
Average Sell Value | 35,452 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |