SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.590 | ||||
Diff. absolute / % | -0.06 | -10.17% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246593409 |
Valor | 124659340 |
Symbol | DBCHGU |
Strike | 600.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
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 |
Intrinsic value | 0.22 |
Time value | 0.30 |
Implied volatility | 0.30% |
Leverage | 7.91 |
Delta | 0.66 |
Gamma | 0.01 |
Vega | 1.31 |
Distance to Strike | -22.00 |
Distance to Strike in % | -3.54% |
Average Spread | 4.26% |
Last Best Bid Price | 0.56 CHF |
Last Best Ask Price | 0.59 CHF |
Last Best Bid Volume | 69,364 |
Last Best Ask Volume | 10,000 |
Average Buy Volume | 69,542 |
Average Sell Volume | 10,000 |
Average Buy Value | 38,953 CHF |
Average Sell Value | 5,846 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |