Call-Warrant

Symbol: CSREUU
Underlyings: Swiss RE AG
ISIN: CH1147773902
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.

Performance

Closing prev. day 0.310
Diff. absolute / % -0.02 -6.06%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1147773902
Valor 114777390
Symbol CSREUU
Strike 130.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 17/12/2021
Date of maturity 24/12/2025
Last trading day 19/12/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 110.65 CHF
Date 31/10/24 17:31
Ratio 10.00

Key data

Implied volatility 0.22%
Leverage 9.20
Delta 0.22
Gamma 0.01
Vega 0.34
Distance to Strike -19.85
Distance to Strike in % -18.02%

market maker quality Date: 30/10/2024

Average Spread 5.48%
Last Best Bid Price 0.29 CHF
Last Best Ask Price 0.31 CHF
Last Best Bid Volume 180,000
Last Best Ask Volume 50,000
Average Buy Volume 172,094
Average Sell Volume 50,000
Average Buy Value 51,472 CHF
Average Sell Value 15,803 CHF
Spreads Availability Ratio 92.15%
Quote Availability 92.15%

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