SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.650 | ||||
Diff. absolute / % | -0.03 | -4.41% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1147770759 |
Valor | 114777075 |
Symbol | DCFR9U |
Strike | 157.0179 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 |
Implied volatility | 0.31% |
Leverage | 2.71 |
Delta | 0.12 |
Gamma | 0.01 |
Vega | 0.27 |
Distance to Strike | 32.22 |
Distance to Strike in % | 25.82% |
Average Spread | 3.13% |
Last Best Bid Price | 0.63 CHF |
Last Best Ask Price | 0.65 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 86,166 |
Average Sell Volume | 25,000 |
Average Buy Value | 53,572 CHF |
Average Sell Value | 16,049 CHF |
Spreads Availability Ratio | 94.31% |
Quote Availability | 94.31% |