Call Warrant

Symbol: ARYHCU
Underlyings: Aryzta AG
ISIN: CH1280380028
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 / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1280380028
Valor 128038002
Symbol ARYHCU
Strike 1.60 CHF
Type Warrants
Type Bull
Ratio 1.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/09/2023
Date of maturity 26/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Aryzta AG
ISIN CH0043238366
Price 1.481 CHF
Date 22/11/24 17:19
Ratio 1.00

Key data

Implied volatility 0.43%
Leverage 1.12
Delta 0.03
Gamma 0.66
Vega 0.00
Distance to Strike 0.12
Distance to Strike in % 8.25%

market maker quality Date: 20/11/2024

Average Spread 25.78%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 500,000
Average Sell Volume 100,000
Average Buy Value 19,360 CHF
Average Sell Value 5,000 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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