Call Warrant

Symbol: SBYU6U
Underlyings: Interroll Hldg. AG
ISIN: CH1392555020
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 0.160
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1392555020
Valor 139255502
Symbol SBYU6U
Strike 2,400.00 CHF
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/10/2024
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

Underlyings

Name Interroll Hldg. AG
ISIN CH0006372897
Price 2,090.00 CHF
Date 22/11/24 17:19
Ratio 500.00

Key data

Implied volatility 0.31%
Leverage 7.53
Delta 0.29
Gamma 0.00
Vega 5.40
Distance to Strike 310.00
Distance to Strike in % 14.83%

market maker quality Date: 20/11/2024

Average Spread 12.54%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.16 CHF
Last Best Bid Volume 287,867
Last Best Ask Volume 25,000
Average Buy Volume 277,690
Average Sell Volume 25,000
Average Buy Value 42,186 CHF
Average Sell Value 4,315 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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