Call Warrant

Symbol: UOER3U
Underlyings: OC Oerlikon N
ISIN: CH1280379533
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 0.070
Diff. absolute / % 0.01 +16.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1280379533
Valor 128037953
Symbol UOER3U
Strike 4.00 CHF
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/09/2023
Date of maturity 26/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name OC Oerlikon N
ISIN CH0000816824
Price 3.688 CHF
Date 22/11/24 17:30
Ratio 2.00

Key data

Implied volatility 0.34%
Leverage 10.26
Delta 0.33
Gamma 0.50
Vega 0.01
Distance to Strike 0.30
Distance to Strike in % 8.23%

market maker quality Date: 20/11/2024

Average Spread 14.49%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 447,796
Last Best Ask Volume 50,000
Average Buy Volume 409,501
Average Sell Volume 50,000
Average Buy Value 26,325 CHF
Average Sell Value 3,718 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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