SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.670 | ||||
Diff. absolute / % | 0.04 | +5.97% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276040925 |
Valor | 127604092 |
Symbol | PGEB5U |
Strike | 500.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.57 |
Time value | 0.15 |
Implied volatility | 0.29% |
Leverage | 6.57 |
Delta | 0.85 |
Gamma | 0.00 |
Vega | 0.81 |
Distance to Strike | -56.80 |
Distance to Strike in % | -10.20% |
Average Spread | 1.43% |
Last Best Bid Price | 0.66 CHF |
Last Best Ask Price | 0.67 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 78,473 |
Average Sell Volume | 75,000 |
Average Buy Value | 54,614 CHF |
Average Sell Value | 52,986 CHF |
Spreads Availability Ratio | 88.82% |
Quote Availability | 88.82% |