SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.620 | ||||
Diff. absolute / % | -0.08 | -12.70% |
Last Price | 0.700 | Volume | 1,800 | |
Time | 09:16:59 | Date | 23/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |