Call Warrant

Symbol: YPSANU
Underlyings: Ypsomed Hldg. AG
ISIN: CH1315871868
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 0.020
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.150 Volume 5,000
Time 14:57:17 Date 30/10/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1315871868
Valor 131587186
Symbol YPSANU
Strike 400.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 10/01/2024
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 Ypsomed Hldg. AG
ISIN CH0019396990
Price 357.00 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Implied volatility 0.40%
Leverage 72.74
Delta 0.20
Gamma 0.01
Vega 0.28
Distance to Strike 39.50
Distance to Strike in % 10.96%

market maker quality Date: 20/11/2024

Average Spread -
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 75,000
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio 0.00%
Quote Availability 100.00%

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