SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.710 | ||||
Diff. absolute / % | -0.05 | -7.04% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280381000 |
Valor | 128038100 |
Symbol | GLANPU |
Strike | 70.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.55 |
Time value | 0.11 |
Implied volatility | 0.31% |
Leverage | 4.40 |
Delta | 0.72 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | -11.00 |
Distance to Strike in % | -13.58% |
Average Spread | 3.55% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.71 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 17,733 CHF |
Average Sell Value | 18,372 CHF |
Spreads Availability Ratio | 99.62% |
Quote Availability | 99.62% |