SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.810 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.940 | Volume | 2,500 | |
Time | 09:59:35 | Date | 08/11/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1147770742 |
Valor | 114777074 |
Symbol | DCFR8U |
Strike | 137.3906 CHF |
Type | Warrants |
Type | Bull |
Ratio | 9.81 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 17/12/2021 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Leverage | 5.76 |
Delta | 0.38 |
Gamma | 0.01 |
Vega | 0.47 |
Distance to Strike | 17.79 |
Distance to Strike in % | 14.88% |
Average Spread | 2.25% |
Last Best Bid Price | 0.78 CHF |
Last Best Ask Price | 0.85 CHF |
Last Best Bid Volume | 70,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 65,675 |
Average Sell Volume | 25,000 |
Average Buy Value | 54,750 CHF |
Average Sell Value | 21,333 CHF |
Spreads Availability Ratio | 14.13% |
Quote Availability | 100.00% |