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Call Warrant
Symbol:
S2BUZU
ISIN:
CH1378890607
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
26.11.24
09:41:00 |
|
0.030
|
0.050
|
CHF |
| Volume |
500,000
|
75,000
|
||
Performance
| Closing prev. day | 0.030 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
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 | 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 |
Key data
| Implied volatility | 0.50% |
| Leverage | 43.51 |
| Delta | 0.31 |
| Gamma | 0.02 |
| Vega | 0.15 |
| Distance to Strike | 18.40 |
| Distance to Strike in % | 32.51% |
market maker quality Date: 25/11/2024
| Average Spread | 28.88% |
| Last Best Bid Price | 0.03 CHF |
| Last Best Ask Price | 0.04 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 14,960 CHF |
| Average Sell Value | 3,000 CHF |
| Spreads Availability Ratio | 70.35% |
| Quote Availability | 70.35% |
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