SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.230 | ||||
Diff. absolute / % | -0.02 | -8.70% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1290243299 |
Valor | 129024329 |
Symbol | GBUCWU |
Strike | 350.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/08/2023 |
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 | 0.14 |
Time value | 0.09 |
Implied volatility | 0.26% |
Leverage | 11.10 |
Delta | 0.67 |
Gamma | 0.01 |
Vega | 0.55 |
Distance to Strike | -13.50 |
Distance to Strike in % | -3.71% |
Average Spread | 4.21% |
Last Best Bid Price | 0.22 CHF |
Last Best Ask Price | 0.23 CHF |
Last Best Bid Volume | 181,734 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 177,574 |
Average Sell Volume | 50,000 |
Average Buy Value | 41,311 CHF |
Average Sell Value | 12,142 CHF |
Spreads Availability Ratio | 98.72% |
Quote Availability | 98.72% |