Call Warrant

Symbol: GFSGZU
Underlyings: Georg Fischer AG
ISIN: CH1276034415
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 0.100
Diff. absolute / % -0.03 -30.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034415
Valor 127603441
Symbol GFSGZU
Strike 70.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/06/2023
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 Georg Fischer AG
ISIN CH1169151003
Price 62.50 CHF
Date 16/07/24 17:30
Ratio 20.00

Key data

Implied volatility 0.29%
Leverage 6.34
Delta 0.18
Gamma 0.03
Vega 0.11
Distance to Strike 7.55
Distance to Strike in % 12.09%

market maker quality Date: 15/07/2024

Average Spread 10.18%
Last Best Bid Price 0.09 CHF
Last Best Ask Price 0.10 CHF
Last Best Bid Volume 451,012
Last Best Ask Volume 75,000
Average Buy Volume 452,645
Average Sell Volume 75,000
Average Buy Value 42,293 CHF
Average Sell Value 7,756 CHF
Spreads Availability Ratio 98.72%
Quote Availability 98.72%

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