Call Warrant

Symbol: FHELRU
Underlyings: Helvetia Hldg. AG
ISIN: CH1246593128
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1246593128
Valor 124659312
Symbol FHELRU
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 30.00
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 Helvetia Hldg. AG
ISIN CH0466642201
Price 118.6000 CHF
Date 26/04/24 17:31
Ratio 30.00

Key data

Implied volatility 0.19%
Leverage 12.15
Delta 0.43
Gamma 0.04
Vega 0.29
Distance to Strike 0.90
Distance to Strike in % 0.76%

market maker quality Date: 25/04/2024

Average Spread 7.27%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 279,571
Last Best Ask Volume 50,000
Average Buy Volume 268,362
Average Sell Volume 50,000
Average Buy Value 35,618 CHF
Average Sell Value 7,136 CHF
Spreads Availability Ratio 95.95%
Quote Availability 95.95%

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