SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.310 | ||||
Diff. absolute / % | 0.01 | +3.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1215498887 |
Valor | 121549888 |
Symbol | DAEBDU |
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 | 13/09/2022 |
Date of maturity | 26/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.25 |
Time value | 0.06 |
Implied volatility | 0.33% |
Leverage | 9.05 |
Delta | 0.73 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | 12.40 |
Distance to Strike in % | 6.44% |
Average Spread | 3.33% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 98,888 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 98,405 |
Average Sell Volume | 25,000 |
Average Buy Value | 29,163 CHF |
Average Sell Value | 7,680 CHF |
Spreads Availability Ratio | 91.94% |
Quote Availability | 91.94% |