SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.03 | -25.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593045 |
Valor | 124659304 |
Symbol | NGEBZU |
Strike | 550.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.25% |
Leverage | 9.70 |
Delta | 0.18 |
Gamma | 0.00 |
Vega | 0.79 |
Distance to Strike | 60.10 |
Distance to Strike in % | 12.27% |
Average Spread | 8.48% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 460,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 447,806 |
Average Sell Volume | 100,000 |
Average Buy Value | 50,544 CHF |
Average Sell Value | 12,308 CHF |
Spreads Availability Ratio | 99.00% |
Quote Availability | 99.00% |