SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.980 | ||||
Diff. absolute / % | 0.04 | +4.35% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1261080514 |
Valor | 126108051 |
Symbol | SGIVXU |
Strike | 4,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/07/2023 |
Date of maturity | 25/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.33 |
Time value | 0.65 |
Implied volatility | 0.25% |
Leverage | 5.37 |
Delta | 0.63 |
Gamma | 0.00 |
Vega | 16.12 |
Distance to Strike | -167.00 |
Distance to Strike in % | -4.01% |
Average Spread | 2.24% |
Last Best Bid Price | 0.91 CHF |
Last Best Ask Price | 0.93 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 60,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 54,759 CHF |
Average Sell Value | 46,666 CHF |
Spreads Availability Ratio | 98.01% |
Quote Availability | 98.01% |