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Call Warrant
Symbol:
S20BAU
ISIN:
CH1511331204
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.08.26
10:39:15 |
|
0.090
|
0.100
|
CHF |
| Volume |
500,000
|
100,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.090 | ||||
| Diff. absolute / % | 0.00 | 0.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1511331204 |
| Valor | 151133120 |
| Symbol | S20BAU |
| Strike | 340.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/11/2025 |
| Date of maturity | 23/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Intrinsic value | 0.02 |
| Time value | 0.07 |
| Implied volatility | 0.24% |
| Leverage | 20.92 |
| Delta | 0.55 |
| Gamma | 0.01 |
| Vega | 0.35 |
| Distance to Strike | -1.67 |
| Distance to Strike in % | -0.49% |
market maker quality Date: 21/08/2026
| Average Spread | 10.80% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 500,000 |
| Last Best Ask Volume | 250,000 |
| Average Buy Volume | 500,000 |
| Average Sell Volume | 117,143 |
| Average Buy Value | 43,905 CHF |
| Average Sell Value | 11,429 CHF |
| Spreads Availability Ratio | 88.53% |
| Quote Availability | 88.53% |
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