Call Warrant

Symbol: DEMMGU
Underlyings: Emmi AG
ISIN: CH1298328878
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 0.130
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.440 Volume 50,000
Time 16:47:19 Date 11/09/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1298328878
Valor 129832887
Symbol DEMMGU
Strike 800.00 CHF
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 24/10/2023
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

Underlyings

Name Emmi AG
ISIN CH0012829898
Price 797.00 CHF
Date 22/11/24 17:30
Ratio 200.00

Key data

Implied volatility 0.22%
Leverage 11.52
Delta 0.47
Gamma 0.01
Vega 1.79
Distance to Strike 8.00
Distance to Strike in % 1.01%

market maker quality Date: 20/11/2024

Average Spread 7.02%
Last Best Bid Price 0.12 CHF
Last Best Ask Price 0.13 CHF
Last Best Bid Volume 161,057
Last Best Ask Volume 50,000
Average Buy Volume 146,977
Average Sell Volume 50,000
Average Buy Value 20,221 CHF
Average Sell Value 7,397 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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