Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1276040958 |
Valor | 127604095 |
Symbol | RGIV9U |
Strike | 3,000.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 500.00 |
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 | 1.89 |
Time value | 0.14 |
Implied volatility | 0.36% |
Leverage | 3.84 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.86 |
Distance to Strike | -947.00 |
Distance to Strike in % | -23.99% |
Average Spread | 1.43% |
Last Best Bid Price | 2.03 CHF |
Last Best Ask Price | 2.06 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 103,564 CHF |
Average Sell Value | 105,051 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |