SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.480 | ||||
Diff. absolute / % | -0.01 | -2.17% |
Last Price | 0.380 | Volume | 2,000 | |
Time | 12:04:04 | Date | 23/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1196805977 |
Valor | 119680597 |
Symbol | GFSAVU |
Strike | 60.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
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 | 0.46 |
Time value | 0.02 |
Implied volatility | 0.45% |
Leverage | 7.33 |
Delta | 1.00 |
Gamma | 0.01 |
Vega | 0.00 |
Distance to Strike | 9.10 |
Distance to Strike in % | 13.17% |
Average Spread | 3.73% |
Last Best Bid Price | 0.45 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 120,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 111,867 |
Average Sell Volume | 75,000 |
Average Buy Value | 51,374 CHF |
Average Sell Value | 35,765 CHF |
Spreads Availability Ratio | 99.25% |
Quote Availability | 99.25% |