Call Warrant

Symbol: S24BAU
Underlyings: Swatch Group I
ISIN: CH1473915929
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
24.06.26
09:02:24
0.370
0.380
CHF
Volume
140,000
50,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.360
Diff. absolute / % -0.04 -10.00%

Determined prices

Last Price 0.420 Volume 2,500
Time 15:28:45 Date 05/06/2026

More Product Information

Core Data

Name Call Warrant
ISIN CH1473915929
Valor 147391592
Symbol S24BAU
Strike 210.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 29/07/2025
Date of maturity 23/12/2026
Last trading day 18/12/2026
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swatch Group I
ISIN CH0012255151
Price 206.00 CHF
Date 24/06/26 09:02
Ratio 50.00

Key data

Implied volatility 0.37%
Leverage 5.49
Delta 0.47
Gamma 0.01
Vega 0.56
Distance to Strike 4.50
Distance to Strike in % 2.19%

market maker quality Date: -

Average Spread -
Last Best Bid Price - CHF
Last Best Ask Price - CHF
Last Best Bid Volume 0
Last Best Ask Volume 0
Average Buy Volume 0
Average Sell Volume 0
Average Buy Value 0 CHF
Average Sell Value 0 CHF
Spreads Availability Ratio -
Quote Availability -

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