Call Warrant

Termsheet  
Symbol: LNESRU
Underlyings: Nestlé S.A.
ISIN: CH1278647024
Issuer:
UBS

Chart

Intraday 1 Week 1 Mth 3 Mths 6 Mths 1 Year
    
Bid 0.070
    
Ask 0.150
Created with Highcharts 8.0.010:3011:0011:3012:0012:3013:0013:3014:0014:3015:0015:3016:0016:3017:000.050.0750.10.1250.150.175

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 0.080
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.080 Volume 100,000
Time 11:51:45 Date 30/04/2025

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1278647024
Valor 127864702
Symbol LNESRU
Strike 110.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/06/2023
Date of maturity 23/12/2026
Last trading day 18/12/2026
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Nestlé S.A.
ISIN CH0038863350
Price 87.7400 CHF
Date 30/04/25 17:30
Ratio 15.00

Key data

Implied volatility 0.19%
Leverage 16.38
Delta 0.25
Gamma 0.01
Vega 0.35
Distance to Strike 22.96
Distance to Strike in % 26.38%

market maker quality Date: 29/04/2025

Average Spread 13.31%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 200,000
Average Buy Volume 499,953
Average Sell Volume 200,000
Average Buy Value 35,075 CHF
Average Sell Value 16,031 CHF
Spreads Availability Ratio 98.70%
Quote Availability 98.70%

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