SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | 0.03 | +6.98% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1333237712 |
Valor | 133323771 |
Symbol | IGAL0U |
Strike | 65.00 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 | 0.38 |
Time value | 0.08 |
Implied volatility | 0.42% |
Leverage | 6.99 |
Delta | 0.89 |
Gamma | 0.03 |
Vega | 0.06 |
Distance to Strike | -7.68 |
Distance to Strike in % | -10.57% |
Average Spread | 5.47% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.43 CHF |
Last Best Bid Volume | 130,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 114,569 |
Average Sell Volume | 50,000 |
Average Buy Value | 51,884 CHF |
Average Sell Value | 23,982 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |