SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.840 | ||||
Diff. absolute / % | 0.02 | +2.44% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280380291 |
Valor | 128038029 |
Symbol | DBEA6U |
Strike | 500.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.81 |
Time value | 0.12 |
Implied volatility | 0.36% |
Leverage | 6.21 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.04 |
Distance to Strike | -81.00 |
Distance to Strike in % | -13.94% |
Average Spread | 2.56% |
Last Best Bid Price | 0.79 CHF |
Last Best Ask Price | 0.82 CHF |
Last Best Bid Volume | 61,040 |
Last Best Ask Volume | 20,000 |
Average Buy Volume | 58,954 |
Average Sell Volume | 20,000 |
Average Buy Value | 49,756 CHF |
Average Sell Value | 17,334 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |