SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.140 | ||||
Diff. absolute / % | -0.04 | -28.57% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246590488 |
Valor | 124659048 |
Symbol | DAECMU |
Strike | 180.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2023 |
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 |
Implied volatility | 0.29% |
Leverage | 12.35 |
Delta | 0.42 |
Gamma | 0.02 |
Vega | 0.29 |
Distance to Strike | 4.80 |
Distance to Strike in % | 2.74% |
Average Spread | 6.79% |
Last Best Bid Price | 0.13 CHF |
Last Best Ask Price | 0.14 CHF |
Last Best Bid Volume | 173,440 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 159,129 |
Average Sell Volume | 25,000 |
Average Buy Value | 22,659 CHF |
Average Sell Value | 3,819 CHF |
Spreads Availability Ratio | 94.05% |
Quote Availability | 94.05% |