SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.650 | ||||
Diff. absolute / % | -0.06 | -9.23% |
Last Price | 0.610 | Volume | 5,000 | |
Time | 16:31:10 | Date | 21/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1170501634 |
Valor | 117050163 |
Symbol | FGEBKU |
Strike | 500.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.59 |
Time value | 0.02 |
Implied volatility | 0.36% |
Leverage | 8.66 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 0.18 |
Distance to Strike | 59.40 |
Distance to Strike in % | 10.62% |
Average Spread | 2.95% |
Last Best Bid Price | 0.63 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 83,428 |
Average Sell Volume | 75,000 |
Average Buy Value | 52,588 CHF |
Average Sell Value | 48,726 CHF |
Spreads Availability Ratio | 99.79% |
Quote Availability | 99.79% |