Call Warrant

Symbol: SY0BRU
Underlyings: Idorsia AG
ISIN: CH1548680409
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
24.10.26
08:13:02
-
-
CHF
Volume
-
-
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.170
Diff. absolute / % -0.08 -47.06%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1548680409
Valor 154868040
Symbol SY0BRU
Strike 4.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 30/03/2026
Date of maturity 24/03/2027
Last trading day 19/03/2027
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Idorsia AG
ISIN CH0363463438
Price 4.188 CHF
Date 23/10/26 17:30
Ratio 5.00

Key data

Intrinsic value 0.03
Time value 0.11
Implied volatility 0.75%
Leverage 3.64
Delta 0.61
Gamma 0.26
Vega 0.01
Distance to Strike -0.16
Distance to Strike in % -3.80%

market maker quality Date: 22/10/2026

Average Spread 17.87%
Last Best Bid Price 0.15 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 340,000
Last Best Ask Volume 50,000
Average Buy Volume 339,412
Average Sell Volume 50,000
Average Buy Value 50,970 CHF
Average Sell Value 8,988 CHF
Spreads Availability Ratio 97.80%
Quote Availability 97.80%

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