Call Warrant

Symbol: YOER3U
Underlyings: OC Oerlikon N
ISIN: CH1312125649
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 0.090
Diff. absolute / % 0.01 +12.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1312125649
Valor 131212564
Symbol YOER3U
Strike 4.00 CHF
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/12/2023
Date of maturity 25/06/2025
Last trading day 20/06/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name OC Oerlikon N
ISIN CH0000816824
Price 3.688 CHF
Date 22/11/24 17:30
Ratio 2.00

Key data

Implied volatility 0.32%
Leverage 8.44
Delta 0.37
Gamma 0.40
Vega 0.01
Distance to Strike 0.30
Distance to Strike in % 8.23%

market maker quality Date: 20/11/2024

Average Spread 11.40%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 409,974
Last Best Ask Volume 50,000
Average Buy Volume 382,636
Average Sell Volume 50,000
Average Buy Value 31,736 CHF
Average Sell Value 4,651 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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