Call Warrant

Symbol: ISCM0U
Underlyings: Swisscom N
ISIN: CH1274404958
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1274404958
Valor 127440495
Symbol ISCM0U
Strike 550.00 CHF
Type Warrants
Type Bull
Ratio 75.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 13/06/2023
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 Swisscom N
ISIN CH0008742519
Price 505.00 CHF
Date 26/04/24 17:31
Ratio 75.00

Key data

Implied volatility 0.19%
Leverage 20.57
Delta 0.28
Gamma 0.00
Vega 1.06
Distance to Strike 45.50
Distance to Strike in % 9.02%

market maker quality Date: 25/04/2024

Average Spread 10.11%
Last Best Bid Price 0.09 CHF
Last Best Ask Price 0.10 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 75,000
Average Buy Volume 499,808
Average Sell Volume 75,000
Average Buy Value 47,696 CHF
Average Sell Value 7,918 CHF
Spreads Availability Ratio 93.15%
Quote Availability 93.15%

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