SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.01 | -1.61% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1297469574 |
Valor | 129746957 |
Symbol | EBEAAU |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/10/2023 |
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 | 0.60 |
Time value | 0.04 |
Implied volatility | 0.38% |
Leverage | 7.03 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.09 |
Distance to Strike | -59.80 |
Distance to Strike in % | -13.01% |
Average Spread | 4.58% |
Last Best Bid Price | 0.59 CHF |
Last Best Ask Price | 0.62 CHF |
Last Best Bid Volume | 68,852 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 67,516 |
Average Sell Volume | 20,000 |
Average Buy Value | 41,543 CHF |
Average Sell Value | 12,885 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |