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Call Warrant
Symbol:
IBALDU
ISIN:
CH1246593292
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
07.05.24
12:39:00 |
|
0.280
|
0.290
|
CHF |
| Volume |
180,000
|
50,000
|
||
Performance
| Closing prev. day | 0.260 | ||||
| Diff. absolute / % | 0.02 | +7.69% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1246593292 |
| Valor | 124659329 |
| Symbol | IBALDU |
| Strike | 140.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 30.00 |
| 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 |
Key data
| Intrinsic value | 0.06 |
| Time value | 0.21 |
| Implied volatility | 0.25% |
| Leverage | 9.29 |
| Delta | 0.53 |
| Gamma | 0.02 |
| Vega | 0.34 |
| Distance to Strike | -1.70 |
| Distance to Strike in % | -1.20% |
market maker quality Date: 06/05/2024
| Average Spread | 3.71% |
| Last Best Bid Price | 0.26 CHF |
| Last Best Ask Price | 0.27 CHF |
| Last Best Bid Volume | 200,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 191,641 |
| Average Sell Volume | 49,874 |
| Average Buy Value | 50,890 CHF |
| Average Sell Value | 13,769 CHF |
| Spreads Availability Ratio | 98.83% |
| Quote Availability | 98.83% |
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