Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1202270695 |
Valor | 120227069 |
Symbol | JZURWU |
Strike | 580.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 01/11/2022 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.24% |
Leverage | 9.36 |
Delta | 0.49 |
Gamma | 0.00 |
Vega | 1.75 |
Distance to Strike | 11.60 |
Distance to Strike in % | 2.04% |
Average Spread | 1.46% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.70 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 80,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 54,317 CHF |
Average Sell Value | 51,672 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |