Call Warrant

Termsheet  
Symbol: SBB2NU
Underlyings: UBS Group AG
ISIN: CH1600082478
Issuer:
UBS
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23.09.26
15:39:34
0.210
0.220
CHF
Volume
240,000
50,000
Trading hours for this product: 9:15 – 17:15

Performance

Closing prev. day 0.300
Diff. absolute / % -0.09 -30.00%

Determined prices

Last Price 0.220 Volume 8,000
Time 16:35:24 Date 23/09/2026

More Product Information

Details Underlying Information & Tools

Core Data

Name Call Warrant
ISIN CH1600082478
Valor 160008247
Symbol SBB2NU
Strike 42.00 CHF
Type Warrants
Type Bull
Ratio 4.00
SVSP Code 2100
Exercise type American
Currency Swiss Franc
First Trading Date 25/08/2026
Date of maturity 25/11/2026
Last trading day 20/11/2026
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name UBS Group AG
ISIN CH0244767585
Price 39.75 CHF
Date 23/09/26 17:19
Ratio 4.00

Key data

Implied volatility 0.28%
Leverage 13.53
Delta 0.29
Gamma 0.09
Vega 0.05
Distance to Strike 2.29
Distance to Strike in % 5.77%

market maker quality Date: 22/09/2026

Average Spread 2.95%
Last Best Bid Price 0.28 CHF
Last Best Ask Price 0.29 CHF
Last Best Bid Volume 180,000
Last Best Ask Volume 50,000
Average Buy Volume 154,559
Average Sell Volume 50,000
Average Buy Value 51,684 CHF
Average Sell Value 17,394 CHF
Spreads Availability Ratio 98.58%
Quote Availability 98.58%

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