Call Warrant

Symbol: EAUTCU
Underlyings: Autoneum Hldg. AG
ISIN: CH1284189318
Issuer:
UBS
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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 0.120
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1284189318
Valor 128418931
Symbol EAUTCU
Strike 140.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/09/2023
Date of maturity 25/09/2024
Last trading day 20/09/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Autoneum Hldg. AG
ISIN CH0127480363
Price 137.2000 CHF
Date 16/07/24 17:30
Ratio 50.00

Key data

Implied volatility 0.36%
Leverage 8.86
Delta 0.39
Gamma 0.04
Vega 0.22
Distance to Strike 2.80
Distance to Strike in % 2.04%

market maker quality Date: 15/07/2024

Average Spread 16.34%
Last Best Bid Price 0.12 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 206,940
Last Best Ask Volume 75,000
Average Buy Volume 207,089
Average Sell Volume 75,000
Average Buy Value 23,657 CHF
Average Sell Value 10,121 CHF
Spreads Availability Ratio 99.72%
Quote Availability 99.72%

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