Call Warrant

Symbol: CSFZ2U
Underlyings: Siegfried Hldg. AG
ISIN: CH1280377081
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 0.400
Diff. absolute / % -0.05 -12.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1280377081
Valor 128037708
Symbol CSFZ2U
Strike 900.00 CHF
Type Warrants
Type Bull
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 19/09/2023
Date of maturity 26/03/2025
Last trading day 21/03/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Siegfried Hldg. AG
ISIN CH0014284498
Price 859.00 CHF
Date 07/05/24 17:31
Ratio 200.00

Key data

Implied volatility 0.28%
Leverage 4.75
Delta 0.39
Gamma 0.00
Vega 3.05
Distance to Strike 49.00
Distance to Strike in % 5.76%

market maker quality Date: 06/05/2024

Average Spread 2.91%
Last Best Bid Price 0.39 CHF
Last Best Ask Price 0.40 CHF
Last Best Bid Volume 125,328
Last Best Ask Volume 50,000
Average Buy Volume 122,146
Average Sell Volume 50,000
Average Buy Value 48,460 CHF
Average Sell Value 20,434 CHF
Spreads Availability Ratio 96.72%
Quote Availability 96.72%

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