SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.01 | -50.00% |
Last Price | 0.020 | Volume | 90,000 | |
Time | 15:22:30 | Date | 20/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1103777434 |
Valor | 110377743 |
Symbol | NOVANU |
Strike | 130.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/06/2021 |
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 | 0.23% |
Leverage | 20.68 |
Delta | 0.03 |
Gamma | 0.00 |
Vega | 0.06 |
Distance to Strike | 32.95 |
Distance to Strike in % | 33.95% |
Average Spread | 102.44% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 202,230 |
Average Sell Volume | 75,000 |
Average Buy Value | 2,022 CHF |
Average Sell Value | 2,325 CHF |
Spreads Availability Ratio | 97.99% |
Quote Availability | 97.99% |