Call Warrant

Symbol: YBANFU
Underlyings: Bachem Hldg. AG
ISIN: CH1278647289
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1278647289
Valor 127864728
Symbol YBANFU
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 27/06/2023
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 Bachem Hldg. AG
ISIN CH1176493729
Price 81.1000 CHF
Date 26/04/24 17:31
Ratio 40.00

Key data

Implied volatility 0.36%
Leverage 6.19
Delta 0.53
Gamma 0.03
Vega 0.20
Distance to Strike 0.30
Distance to Strike in % 0.38%

market maker quality Date: 25/04/2024

Average Spread 8.35%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 254,224
Last Best Ask Volume 50,000
Average Buy Volume 246,424
Average Sell Volume 50,000
Average Buy Value 42,121 CHF
Average Sell Value 9,301 CHF
Spreads Availability Ratio 98.90%
Quote Availability 98.90%

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