SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.760 | ||||
Diff. absolute / % | -0.03 | -1.69% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276034092 |
Valor | 127603409 |
Symbol | ECOTRU |
Strike | 240.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/06/2023 |
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 |
Intrinsic value | 1.52 |
Time value | 0.22 |
Implied volatility | 0.44% |
Leverage | 3.40 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 0.30 |
Distance to Strike | -76.00 |
Distance to Strike in % | -24.05% |
Average Spread | 1.54% |
Last Best Bid Price | 1.77 CHF |
Last Best Ask Price | 1.80 CHF |
Last Best Bid Volume | 30,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 30,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 52,994 CHF |
Average Sell Value | 44,847 CHF |
Spreads Availability Ratio | 99.30% |
Quote Availability | 99.30% |