SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.240 | ||||
Diff. absolute / % | -0.11 | -8.46% |
Last Price | 1.100 | Volume | 10,000 | |
Time | 10:01:46 | Date | 04/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1258539001 |
Valor | 125853900 |
Symbol | IVAC7U |
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 | 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 |
Intrinsic value | 1.19 |
Time value | 0.05 |
Implied volatility | 0.46% |
Leverage | 3.56 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 0.31 |
Distance to Strike | -118.60 |
Distance to Strike in % | -25.31% |
Average Spread | 1.68% |
Last Best Bid Price | 1.28 CHF |
Last Best Ask Price | 1.30 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 64,987 CHF |
Average Sell Value | 66,088 CHF |
Spreads Availability Ratio | 84.73% |
Quote Availability | 84.73% |