SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.900 | ||||
Diff. absolute / % | -0.08 | -8.89% |
Last Price | 1.000 | Volume | 20,000 | |
Time | 14:53:56 | Date | 06/06/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276040974 |
Valor | 127604097 |
Symbol | SGIVBU |
Strike | 4,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
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 | 0.59 |
Time value | 0.28 |
Implied volatility | 0.26% |
Leverage | 7.52 |
Delta | 0.76 |
Gamma | 0.00 |
Vega | 8.59 |
Distance to Strike | -296.00 |
Distance to Strike in % | -6.89% |
Average Spread | 2.26% |
Last Best Bid Price | 0.87 CHF |
Last Best Ask Price | 0.90 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 59,779 |
Average Sell Volume | 50,000 |
Average Buy Value | 57,295 CHF |
Average Sell Value | 49,021 CHF |
Spreads Availability Ratio | 98.52% |
Quote Availability | 98.52% |