Call Warrant

Symbol: DAEC6U
Underlyings: Daetwyler Hldg. AG
ISIN: CH1276034167
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 0.030
Diff. absolute / % -0.02 -66.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034167
Valor 127603416
Symbol DAEC6U
Strike 240.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/06/2023
Date of maturity 27/12/2024
Last trading day 20/12/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Daetwyler Hldg. AG
ISIN CH0030486770
Price 174.40 CHF
Date 16/07/24 17:30
Ratio 50.00

Key data

Implied volatility 0.34%
Leverage 7.16
Delta 0.04
Gamma 0.00
Vega 0.10
Distance to Strike 64.80
Distance to Strike in % 36.99%

market maker quality Date: 15/07/2024

Average Spread 34.14%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 25,000
Average Buy Volume 500,000
Average Sell Volume 25,000
Average Buy Value 12,890 CHF
Average Sell Value 894 CHF
Spreads Availability Ratio 85.43%
Quote Availability 85.43%

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