Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1378890607 |
Valor | 137889060 |
Symbol | S2BUZU |
Strike | 75.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/09/2024 |
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 |
Implied volatility | 0.55% |
Leverage | 40.77 |
Delta | 0.27 |
Gamma | 0.02 |
Vega | 0.08 |
Distance to Strike | 15.00 |
Distance to Strike in % | 25.00% |
Average Spread | 118.88% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.04 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 500,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 5,000 CHF |
Average Sell Value | 986 CHF |
Spreads Availability Ratio | 88.95% |
Quote Availability | 98.66% |