Call Warrant

Symbol: 2SREDU
Underlyings: Swiss RE AG
ISIN: CH1297475399
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.
Price Time-delayed price
23.01.26
19:45:04
-
-
CHF
Volume
0
0
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.240
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.290 Volume 40,000
Time 11:23:47 Date 12/01/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1297475399
Valor 129747539
Symbol 2SREDU
Strike 140.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 17/10/2023
Date of maturity 23/12/2026
Last trading day 18/12/2026
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 122.90 CHF
Date 23/01/26 17:30
Ratio 15.00

Key data

Implied volatility 0.24%
Leverage 3.96
Delta 0.11
Gamma 0.01
Vega 0.22
Distance to Strike 17.65
Distance to Strike in % 14.43%

market maker quality Date: 21/01/2026

Average Spread 3.90%
Last Best Bid Price 0.25 CHF
Last Best Ask Price 0.26 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 75,000
Average Buy Volume 194,942
Average Sell Volume 73,814
Average Buy Value 51,524 CHF
Average Sell Value 20,295 CHF
Spreads Availability Ratio 87.70%
Quote Availability 87.70%

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