Call Warrant

Symbol: WSIKCU
Underlyings: Sika AG
ISIN: CH1278650440
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 0.050
Diff. absolute / % -0.01 -16.67%

Determined prices

Last Price 0.120 Volume 4,000
Time 14:41:07 Date 13/11/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1278650440
Valor 127865044
Symbol WSIKCU
Strike 240.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/06/2023
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 Sika AG
ISIN CH0418792922
Price 231.40 CHF
Date 22/11/24 17:30
Ratio 50.00

Key data

Implied volatility 0.25%
Leverage 32.50
Delta 0.28
Gamma 0.02
Vega 0.22
Distance to Strike 8.60
Distance to Strike in % 3.72%

market maker quality Date: 20/11/2024

Average Spread 16.45%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 499,927
Average Sell Volume 100,000
Average Buy Value 29,514 CHF
Average Sell Value 6,934 CHF
Spreads Availability Ratio 95.85%
Quote Availability 95.85%

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