Call Warrant

Symbol: FHELSU
Underlyings: Helvetia Hldg. AG
ISIN: CH1246593136
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1246593136
Valor 124659313
Symbol FHELSU
Strike 140.00 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 0.22%
Leverage 5.01
Delta 0.03
Gamma 0.01
Vega 0.04
Distance to Strike 20.90
Distance to Strike in % 17.55%

market maker quality Date: 25/04/2024

Average Spread 51.35%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 50,000
Average Buy Volume 500,000
Average Sell Volume 50,000
Average Buy Value 7,872 CHF
Average Sell Value 1,287 CHF
Spreads Availability Ratio 95.95%
Quote Availability 95.95%

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