SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.150 | ||||
Diff. absolute / % | -0.09 | -7.63% |
Last Price | 1.150 | Volume | 1,000 | |
Time | 10:48:56 | Date | 26/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589946133 |
Valor | 58994613 |
Symbol | WENOVU |
Strike | 80.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 |
Implied volatility | 0.21% |
Leverage | 5.34 |
Delta | 0.93 |
Gamma | 0.02 |
Vega | 0.09 |
Distance to Strike | -17.05 |
Distance to Strike in % | -17.57% |
Average Spread | 1.62% |
Last Best Bid Price | 1.18 CHF |
Last Best Ask Price | 1.20 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 90,074 CHF |
Average Sell Value | 91,543 CHF |
Spreads Availability Ratio | 97.85% |
Quote Availability | 97.85% |