Call Warrant

Symbol: 1SLHRU
Underlyings: Swiss Life Hldg. N
ISIN: CH1262957017
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 0.790
Diff. absolute / % 0.05 +6.76%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1262957017
Valor 126295701
Symbol 1SLHRU
Strike 650.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 25/07/2023
Date of maturity 27/12/2024
Last trading day 20/12/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 733.60 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

Intrinsic value 0.82
Time value 0.01
Implied volatility 0.40%
Leverage 8.82
Delta 1.00
Distance to Strike -82.20
Distance to Strike in % -11.23%

market maker quality Date: 20/11/2024

Average Spread 4.02%
Last Best Bid Price 0.74 CHF
Last Best Ask Price 0.77 CHF
Last Best Bid Volume 75,000
Last Best Ask Volume 75,000
Average Buy Volume 75,000
Average Sell Volume 75,000
Average Buy Value 57,523 CHF
Average Sell Value 59,881 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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