Login
Call Warrant
Symbol:
BSYUMU
ISIN:
CH1385397448
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
|
Price
17.02.26
19:01:31 |
|
1.510
|
1.530
|
CHF |
| Volume |
40,000
|
25,000
|
||
| Trading hours for this product: 9:15 – 17:15 | ||||
Performance
| Closing prev. day | 1.370 | ||||
| Diff. absolute / % | 0.02 | +1.48% | |||
Determined prices
| Last Price | 0.770 | Volume | 18,000 | |
| Time | 13:37:09 | Date | 15/12/2025 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1385397448 |
| Valor | 138539744 |
| Symbol | BSYUMU |
| Strike | 13,000.00 Points |
| Type | Warrants |
| Type | Bull |
| Ratio | 500.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 24/09/2024 |
| Date of maturity | 24/06/2026 |
| Last trading day | 18/06/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Exempt qualified index |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Underlyings
| Name | SMI |
| ISIN | CH0009980894 |
| Price |
13,743.557 Points
|
| Date | 17/02/26 19:25 |
| Ratio | 500.00 |
Key data
| Intrinsic value | 1.31 |
| Time value | 0.21 |
| Implied volatility | 0.11% |
| Leverage | 14.39 |
| Delta | 0.80 |
| Gamma | 0.00 |
| Vega | 21.94 |
| Distance to Strike | -656.00 |
| Distance to Strike in % | -4.80% |
market maker quality Date: 16/02/2026
| Average Spread | 0.72% |
| Last Best Bid Price | 1.37 CHF |
| Last Best Ask Price | 1.38 CHF |
| Last Best Bid Volume | 100,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 100,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 138,764 CHF |
| Average Sell Value | 139,764 CHF |
| Spreads Availability Ratio | 95.81% |
| Quote Availability | 95.81% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)