Call-Warrant

Symbol: GUHRMU
Underlyings: Swatch Group I
ISIN: CH1170495803
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 0.080
Diff. absolute / % -0.01 -12.50%

Determined prices

Last Price 0.100 Volume 10,000
Time 09:16:35 Date 18/04/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1170495803
Valor 117049580
Symbol GUHRMU
Strike 240.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/06/2022
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 Swatch Group I
ISIN CH0012255151
Price 195.9500 CHF
Date 26/04/24 17:19
Ratio 50.00

Key data

Implied volatility 0.28%
Leverage 6.55
Delta 0.13
Gamma 0.01
Vega 0.34
Distance to Strike -43.65
Distance to Strike in % -22.23%

market maker quality Date: 25/04/2024

Average Spread 13.25%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 500,000
Average Sell Volume 100,000
Average Buy Value 35,319 CHF
Average Sell Value 8,064 CHF
Spreads Availability Ratio 99.39%
Quote Availability 99.39%

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