SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.720 | ||||
Diff. absolute / % | 0.01 | +1.39% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1296966992 |
Valor | 129696699 |
Symbol | INRDEU |
Strike | 2,400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 10/10/2023 |
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 | 0.67 |
Time value | 0.07 |
Implied volatility | 0.40% |
Leverage | 6.58 |
Delta | 0.89 |
Gamma | 0.00 |
Vega | 2.16 |
Distance to Strike | -335.00 |
Distance to Strike in % | -12.25% |
Average Spread | 4.81% |
Last Best Bid Price | 0.70 CHF |
Last Best Ask Price | 0.73 CHF |
Last Best Bid Volume | 78,482 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 72,211 |
Average Sell Volume | 25,000 |
Average Buy Value | 53,525 CHF |
Average Sell Value | 19,483 CHF |
Spreads Availability Ratio | 65.87% |
Quote Availability | 65.87% |