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Call Warrant
Symbol:
NGEBZU
ISIN:
CH1246593045
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
15:02:00 |
|
0.360
|
0.370
|
CHF |
| Volume |
140,000
|
75,000
|
||
Performance
| Closing prev. day | 0.380 | ||||
| Diff. absolute / % | -0.02 | -5.26% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1246593045 |
| Valor | 124659304 |
| Symbol | NGEBZU |
| Strike | 550.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 21/03/2023 |
| 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 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.26 |
| Implied volatility | 0.26% |
| Leverage | 8.85 |
| Delta | 0.57 |
| Gamma | 0.00 |
| Vega | 1.26 |
| Distance to Strike | -9.60 |
| Distance to Strike in % | -1.72% |
market maker quality Date: 17/05/2024
| Average Spread | 2.66% |
| Last Best Bid Price | 0.37 CHF |
| Last Best Ask Price | 0.38 CHF |
| Last Best Bid Volume | 140,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 140,113 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 51,912 CHF |
| Average Sell Value | 28,540 CHF |
| Spreads Availability Ratio | 99.89% |
| Quote Availability | 99.89% |
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