Call Warrant

Symbol: 2SLHJU
Underlyings: Swiss Life Hldg. N
ISIN: CH1264835211
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 0.540
Diff. absolute / % 0.03 +5.88%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1264835211
Valor 126483521
Symbol 2SLHJU
Strike 700.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 15/08/2023
Date of maturity 25/06/2025
Last trading day 20/06/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 733.60 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Intrinsic value 0.32
Time value 0.25
Implied volatility 0.22%
Leverage 8.40
Delta 0.65
Gamma 0.01
Vega 1.90
Distance to Strike -32.20
Distance to Strike in % -4.40%

market maker quality Date: 20/11/2024

Average Spread 1.97%
Last Best Bid Price 0.51 CHF
Last Best Ask Price 0.52 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 75,000
Average Buy Volume 100,000
Average Sell Volume 75,000
Average Buy Value 52,816 CHF
Average Sell Value 40,398 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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