SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.720 | ||||
Diff. absolute / % | 0.01 | +1.39% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
Intrinsic value | 0.62 |
Time value | 0.14 |
Implied volatility | 0.28% |
Leverage | 5.76 |
Delta | 0.94 |
Gamma | 0.00 |
Vega | 0.87 |
Distance to Strike | -123.00 |
Distance to Strike in % | -13.33% |
Average Spread | 1.58% |
Last Best Bid Price | 0.70 CHF |
Last Best Ask Price | 0.72 CHF |
Last Best Bid Volume | 74,378 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 71,431 |
Average Sell Volume | 50,000 |
Average Buy Value | 51,702 CHF |
Average Sell Value | 36,785 CHF |
Spreads Availability Ratio | 98.73% |
Quote Availability | 98.73% |