SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.550 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.580 | Volume | 16,000 | |
Time | 09:15:46 | Date | 05/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1192116791 |
Valor | 119211679 |
Symbol | EVAC9U |
Strike | 400.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/07/2022 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.53 |
Time value | 0.02 |
Implied volatility | 0.35% |
Leverage | 7.22 |
Delta | 0.88 |
Gamma | 0.00 |
Vega | 0.32 |
Distance to Strike | 53.40 |
Distance to Strike in % | 11.78% |
Average Spread | 2.78% |
Last Best Bid Price | 0.55 CHF |
Last Best Ask Price | 0.58 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 105,339 |
Average Sell Volume | 50,000 |
Average Buy Value | 53,128 CHF |
Average Sell Value | 26,019 CHF |
Spreads Availability Ratio | 97.41% |
Quote Availability | 97.41% |