Symbol: UBSBAZ
Underlyings: UBS Group AG
ISIN: CH0596302734
Zürcher Kantonalbank



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 1.230
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 1.040 Volume 5,000
Time 09:23:34 Date 13/05/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH0596302734
Valor 59630273
Strike 14.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 29/06/2021
Date of maturity 15/12/2023
Last trading day 15/12/2023
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer Zürcher Kantonalbank


Name UBS Group AG
ISIN CH0244767585
Price 17.985 CHF
Date 27/05/22 17:31
Ratio 4.00

Key data

Intrinsic value 1.00
Time value 0.23
Implied volatility 0.40%
Leverage 2.98
Delta 0.81
Gamma 0.07
Vega 0.05
Distance to Strike 4.00
Distance to Strike in % 22.22%

market maker quality Date: 25/05/2022

Average Spread 1.66%
Last Best Bid Price 1.18 CHF
Last Best Ask Price 1.20 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 59,888 CHF
Average Sell Value 60,888 CHF
Spreads Availability Ratio 99.13%
Quote Availability 99.13%

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