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Call Warrant
Symbol:
ILISRU
ISIN:
CH1287911106
Issuer:
UBS
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 | 0.270 | ||||
| Diff. absolute / % | -0.02 | -6.90% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1287911106 |
| Valor | 128791110 |
| Symbol | ILISRU |
| Strike | 10,000.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 2,000.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 26/09/2023 |
| 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 |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.27 |
| Implied volatility | 0.25% |
| Leverage | 9.38 |
| Delta | 0.52 |
| Gamma | 0.00 |
| Vega | 22.70 |
| Distance to Strike | -30.00 |
| Distance to Strike in % | -0.30% |
market maker quality Date: 20/11/2024
| Average Spread | 5.20% |
| Last Best Bid Price | 0.29 CHF |
| Last Best Ask Price | 0.30 CHF |
| Last Best Bid Volume | 160,354 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 159,703 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 45,774 CHF |
| Average Sell Value | 15,102 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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