Call Warrant

Symbol: EBAR7U
Underlyings: Barry Callebaut AG
ISIN: CH1276034779
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
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Performance

Closing prev. day 0.090
Diff. absolute / % -0.01 -11.11%

Determined prices

Last Price 0.040 Volume 50,000
Time 16:02:59 Date 30/04/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034779
Valor 127603477
Symbol EBAR7U
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 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 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 12.98
Delta 0.33
Gamma 0.00
Vega 4.37
Distance to Strike 227.00
Distance to Strike in % 14.43%

market maker quality Date: 16/05/2024

Average Spread 16.09%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 75,000
Average Buy Volume 499,930
Average Sell Volume 75,000
Average Buy Value 38,311 CHF
Average Sell Value 6,748 CHF
Spreads Availability Ratio 99.02%
Quote Availability 99.02%

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