SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1284189359 |
Valor | 128418935 |
Symbol | EAUTGU |
Strike | 150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2023 |
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 |
Implied volatility | 0.34% |
Leverage | 4.71 |
Delta | 0.21 |
Gamma | 0.02 |
Vega | 0.26 |
Distance to Strike | 12.80 |
Distance to Strike in % | 9.33% |
Average Spread | 15.22% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 273,558 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 265,351 |
Average Sell Volume | 75,000 |
Average Buy Value | 32,303 CHF |
Average Sell Value | 10,642 CHF |
Spreads Availability Ratio | 99.71% |
Quote Availability | 99.71% |