Call-Warrant

Symbol: WGNOVU
Underlyings: Novartis Sandoz Basket
ISIN: CH0589946141
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.620
Diff. absolute / % -0.08 -12.70%

Determined prices

Last Price 0.700 Volume 1,800
Time 09:16:59 Date 23/04/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH0589946141
Valor 58994614
Symbol WGNOVU
Strike 90.00 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

Underlyings

Name Novartis Sandoz Basket
ISIN DE000A3EVDT4
Ratio 15.00

Key data

Intrinsic value 0.47
Time value 0.13
Implied volatility 0.19%
Leverage 7.46
Delta 0.69
Gamma 0.02
Vega 0.26
Distance to Strike -7.05
Distance to Strike in % -7.27%

market maker quality Date: 25/04/2024

Average Spread 1.52%
Last Best Bid Price 0.63 CHF
Last Best Ask Price 0.64 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 75,000
Average Buy Volume 80,137
Average Sell Volume 75,000
Average Buy Value 52,197 CHF
Average Sell Value 49,606 CHF
Spreads Availability Ratio 97.99%
Quote Availability 97.99%

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