Call Warrant

Symbol: ARYGBU
Underlyings: Aryzta AG
ISIN: CH1276034571
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 0.030
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034571
Valor 127603457
Symbol ARYGBU
Strike 1.50 CHF
Type Warrants
Type Bull
Ratio 1.00
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 Aryzta AG
ISIN CH0043238366
Price 1.486 CHF
Date 22/11/24 17:30
Ratio 1.00

Key data

Implied volatility 0.46%
Leverage 16.98
Delta 0.23
Gamma 5.91
Vega 0.00
Distance to Strike 0.02
Distance to Strike in % 1.49%

market maker quality Date: 20/11/2024

Average Spread 86.69%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 458,536
Last Best Ask Volume 100,000
Average Buy Volume 461,693
Average Sell Volume 100,000
Average Buy Value 8,783 CHF
Average Sell Value 4,783 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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