Call Warrant

Symbol: DAEDOU
Underlyings: Daetwyler Hldg. AG
ISIN: CH1295317536
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 0.090
Diff. absolute / % -0.02 -22.22%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1295317536
Valor 129531753
Symbol DAEDOU
Strike 220.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/09/2023
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

Underlyings

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

Key data

Implied volatility 0.30%
Leverage 7.42
Delta 0.17
Gamma 0.01
Vega 0.36
Distance to Strike 44.80
Distance to Strike in % 25.57%

market maker quality Date: 15/07/2024

Average Spread 10.37%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 358,548
Last Best Ask Volume 25,000
Average Buy Volume 335,660
Average Sell Volume 25,000
Average Buy Value 30,767 CHF
Average Sell Value 2,545 CHF
Spreads Availability Ratio 97.00%
Quote Availability 97.00%

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