Call Warrant

Symbol: YIDISU
Underlyings: Idorsia AG
ISIN: CH1292037053
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 0.480
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1292037053
Valor 129203705
Symbol YIDISU
Strike 2.50 CHF
Type Warrants
Type Bull
Ratio 2.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/10/2023
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 Idorsia AG
ISIN CH0363463438
Price 2.276 CHF
Date 16/07/24 17:30
Ratio 2.00

Key data

Implied volatility 1.54%
Leverage 1.25
Delta 0.53
Gamma 0.37
Vega 0.01
Distance to Strike 0.21
Distance to Strike in % 9.17%

market maker quality Date: 15/07/2024

Average Spread 7.66%
Last Best Bid Price 0.48 CHF
Last Best Ask Price 0.52 CHF
Last Best Bid Volume 110,000
Last Best Ask Volume 50,000
Average Buy Volume 109,612
Average Sell Volume 50,000
Average Buy Value 52,849 CHF
Average Sell Value 26,030 CHF
Spreads Availability Ratio 99.72%
Quote Availability 99.72%

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