Call Warrant

Symbol: EBAR7U
Underlyings: Barry Callebaut AG
ISIN: CH1276034779
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 0.110
Diff. absolute / % -0.01 -11.11%

Determined prices

Last Price 0.040 Volume 50,000
Time 16:02:59 Date 30/04/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034779
Valor 127603477
Symbol EBAR7U
Strike 1,800.00 CHF
Type Warrants
Type Bull
Ratio 500.00
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 Barry Callebaut AG
ISIN CH0009002962
Price 1,607.00 CHF
Date 27/05/24 17:30
Ratio 500.00

Key data

Implied volatility 0.27%
Leverage 10.83
Delta 0.34
Gamma 0.00
Vega 4.39
Distance to Strike 198.00
Distance to Strike in % 12.36%

market maker quality Date: 24/05/2024

Average Spread 13.55%
Last Best Bid Price 0.11 CHF
Last Best Ask Price 0.12 CHF
Last Best Bid Volume 435,834
Last Best Ask Volume 75,000
Average Buy Volume 457,156
Average Sell Volume 75,000
Average Buy Value 47,018 CHF
Average Sell Value 8,843 CHF
Spreads Availability Ratio 77.73%
Quote Availability 77.73%

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