Call Warrant

Symbol: YBANOU
Underlyings: Bachem Hldg. AG
ISIN: CH1280380176
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 0.040
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.090 Volume 10,000
Time 11:37:12 Date 20/09/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1280380176
Valor 128038017
Symbol YBANOU
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 40.00
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 Bachem Hldg. AG
ISIN CH1176493729
Price 67.50 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.35%
Leverage 13.57
Delta 0.24
Gamma 0.02
Vega 0.12
Distance to Strike 12.40
Distance to Strike in % 18.34%

market maker quality Date: 20/11/2024

Average Spread 39.28%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 50,000
Average Buy Volume 500,000
Average Sell Volume 50,000
Average Buy Value 14,263 CHF
Average Sell Value 2,085 CHF
Spreads Availability Ratio 72.58%
Quote Availability 72.58%

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