SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.380 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 1.890 | Volume | 50,000 | |
Time | 09:53:10 | Date | 11/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0589946810 |
Valor | 58994681 |
Symbol | WXSREU |
Strike | 90.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 15/01/2021 |
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 | 0.96 |
Time value | 0.39 |
Implied volatility | 0.32% |
Leverage | 4.78 |
Delta | 0.65 |
Gamma | 0.01 |
Vega | 0.28 |
Distance to Strike | 9.62 |
Distance to Strike in % | 9.66% |
Average Spread | 1.06% |
Last Best Bid Price | 1.36 CHF |
Last Best Ask Price | 1.38 CHF |
Last Best Bid Volume | 100,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 100,000 |
Average Sell Volume | 100,000 |
Average Buy Value | 138,035 CHF |
Average Sell Value | 139,510 CHF |
Spreads Availability Ratio | 95.75% |
Quote Availability | 95.75% |