Call Warrant

Symbol: PBSLNU
ISIN: CH1246590249
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 0.060
Diff. absolute / % -0.02 -33.33%

Determined prices

Last Price 0.030 Volume 100,000
Time 10:06:51 Date 02/05/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1246590249
Valor 124659024
Symbol PBSLNU
Strike 50.00 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/03/2023
Date of maturity 25/09/2024
Last trading day 20/09/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Basilea Pharmaceutica AG
ISIN CH0011432447
Price 43.6500 CHF
Date 17/05/24 17:30
Ratio 25.00

Key data

Implied volatility 0.35%
Leverage 8.99
Delta 0.21
Gamma 0.04
Vega 0.07
Distance to Strike 6.30
Distance to Strike in % 14.42%

market maker quality Date: 16/05/2024

Average Spread 40.79%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 109,079
Average Sell Volume 32,401
Average Buy Value 6,135 CHF
Average Sell Value 2,121 CHF
Spreads Availability Ratio 68.71%
Quote Availability 68.71%

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