Call Warrant

Symbol: EBARLU
Underlyings: Barry Callebaut AG
ISIN: CH1252973321
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 0.050
Diff. absolute / % -0.01 -20.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1252973321
Valor 125297332
Symbol EBARLU
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 18/04/2023
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 Barry Callebaut AG
ISIN CH0009002962
Price 1,582.00 CHF
Date 17/05/24 17:30
Ratio 500.00

Key data

Implied volatility 0.25%
Leverage 27.55
Delta 0.26
Gamma 0.00
Vega 3.01
Distance to Strike 227.00
Distance to Strike in % 14.43%

market maker quality Date: 16/05/2024

Average Spread 44.52%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 75,000
Average Buy Volume 500,000
Average Sell Volume 75,000
Average Buy Value 15,473 CHF
Average Sell Value 3,650 CHF
Spreads Availability Ratio 99.25%
Quote Availability 99.25%

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