Call Warrant

Symbol: DBEAQU
Underlyings: Belimo Hldg. AG
ISIN: CH1276034837
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 0.330
Diff. absolute / % -0.06 -18.18%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034837
Valor 127603483
Symbol DBEAQU
Strike 450.00 CHF
Type Warrants
Type Bull
Ratio 100.00
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 Belimo Hldg. AG
ISIN CH1101098163
Price 437.60 CHF
Date 17/05/24 17:30
Ratio 100.00

Key data

Implied volatility 0.29%
Leverage 5.86
Delta 0.42
Gamma 0.01
Vega 1.31
Distance to Strike 13.00
Distance to Strike in % 2.97%

market maker quality Date: 16/05/2024

Average Spread 5.05%
Last Best Bid Price 0.32 CHF
Last Best Ask Price 0.34 CHF
Last Best Bid Volume 119,585
Last Best Ask Volume 20,000
Average Buy Volume 117,771
Average Sell Volume 20,000
Average Buy Value 38,922 CHF
Average Sell Value 6,953 CHF
Spreads Availability Ratio 99.28%
Quote Availability 99.28%

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