Call Warrant

Symbol: JSCMDU
Underlyings: Swisscom N
ISIN: CH1258543250
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1258543250
Valor 125854325
Symbol JSCMDU
Strike 600.00 CHF
Type Warrants
Type Bull
Ratio 75.00
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 Swisscom N
ISIN CH0008742519
Price 505.00 CHF
Date 26/04/24 17:31
Ratio 75.00

Key data

Implied volatility 0.19%
Leverage 23.30
Delta 0.17
Gamma 0.00
Vega 1.03
Distance to Strike 95.50
Distance to Strike in % 18.93%

market maker quality Date: 25/04/2024

Average Spread 18.51%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 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 24,926 CHF
Average Sell Value 4,500 CHF
Spreads Availability Ratio 97.35%
Quote Availability 97.35%

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