SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.040 | ||||
Diff. absolute / % | -0.02 | -50.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246590496 |
Valor | 124659049 |
Symbol | DAECNU |
Strike | 200.00 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 | 0.34% |
Leverage | 11.33 |
Delta | 0.13 |
Gamma | 0.01 |
Vega | 0.16 |
Distance to Strike | 24.80 |
Distance to Strike in % | 14.16% |
Average Spread | 21.32% |
Last Best Bid Price | 0.03 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 437,603 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 379,258 |
Average Sell Volume | 25,000 |
Average Buy Value | 16,037 CHF |
Average Sell Value | 1,311 CHF |
Spreads Availability Ratio | 92.67% |
Quote Availability | 92.67% |