Call Warrant

Symbol: BIYS8U
Underlyings: Rheinmetall AG
ISIN: CH1399634604
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1399634604
Valor 139963460
Symbol BIYS8U
Strike 750.00 EUR
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/01/2025
Date of maturity 25/06/2025
Last trading day 20/06/2025
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Rheinmetall AG
ISIN DE0007030009
Price 750.00 EUR
Date 30/01/25 23:00
Ratio 100.00

Key data

Implied volatility 0.35%
Leverage 6.32
Delta 0.55
Gamma 0.00
Vega 1.84
Distance to Strike 0.80
Distance to Strike in % 0.11%

market maker quality Date: 29/01/2025

Average Spread 1.63%
Last Best Bid Price 0.63 CHF
Last Best Ask Price 0.64 CHF
Last Best Bid Volume 80,000
Last Best Ask Volume 50,000
Average Buy Volume 88,897
Average Sell Volume 50,000
Average Buy Value 54,237 CHF
Average Sell Value 31,018 CHF
Spreads Availability Ratio 98.32%
Quote Availability 98.32%

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