SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.770 | ||||
Diff. absolute / % | 0.04 | +5.56% |
Last Price | 0.450 | Volume | 20,000 | |
Time | 14:45:27 | Date | 07/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276040974 |
Valor | 127604097 |
Symbol | SGIVBU |
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 | 20/06/2023 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.33 |
Time value | 0.45 |
Implied volatility | 0.25% |
Leverage | 7.09 |
Delta | 0.66 |
Gamma | 0.00 |
Vega | 11.59 |
Distance to Strike | -167.00 |
Distance to Strike in % | -4.01% |
Average Spread | 2.93% |
Last Best Bid Price | 0.71 CHF |
Last Best Ask Price | 0.73 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 78,734 |
Average Sell Volume | 50,000 |
Average Buy Value | 55,583 CHF |
Average Sell Value | 36,359 CHF |
Spreads Availability Ratio | 98.00% |
Quote Availability | 98.00% |