Login
Call Warrant
Symbol:
DAUTYU
ISIN:
CH1278647248
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.310 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | CH1278647248 |
| Valor | 127864724 |
| Symbol | DAUTYU |
| Strike | 131.9764 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 47.13 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 27/06/2023 |
| 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 |
Key data
| Intrinsic value | 0.11 |
| Time value | 0.20 |
| Implied volatility | 0.38% |
| Leverage | 6.02 |
| Delta | 0.64 |
| Gamma | 0.03 |
| Vega | 0.33 |
| Distance to Strike | -5.22 |
| Distance to Strike in % | -3.81% |
market maker quality Date: 15/07/2024
| Average Spread | 7.44% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 148,584 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 148,575 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 44,769 CHF |
| Average Sell Value | 24,365 CHF |
| Spreads Availability Ratio | 99.72% |
| Quote Availability | 99.72% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)