Call Warrant

Symbol: YBANYU
Underlyings: Bachem Hldg. AG
ISIN: CH1312122901
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 0.130
Diff. absolute / % 0.02 +14.29%

Determined prices

Last Price 0.140 Volume 2,036
Time 17:07:40 Date 19/11/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1312122901
Valor 131212290
Symbol YBANYU
Strike 70.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/12/2023
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 Bachem Hldg. AG
ISIN CH1176493729
Price 67.50 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.34%
Leverage 6.42
Delta 0.49
Gamma 0.02
Vega 0.20
Distance to Strike 2.40
Distance to Strike in % 3.55%

market maker quality Date: 20/11/2024

Average Spread 10.37%
Last Best Bid Price 0.14 CHF
Last Best Ask Price 0.15 CHF
Last Best Bid Volume 299,455
Last Best Ask Volume 50,000
Average Buy Volume 318,386
Average Sell Volume 50,000
Average Buy Value 41,472 CHF
Average Sell Value 7,234 CHF
Spreads Availability Ratio 98.83%
Quote Availability 98.83%

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