SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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06.05.25
15:10:00 |
![]() |
0.020
|
0.029
|
CHF |
Volume |
30,000
|
200,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.020 | Volume | 20,000 | |
Time | 16:24:22 | Date | 29/04/2025 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1160505256 |
Valor | 116050525 |
Symbol | CNESMU |
Strike | 110.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 15.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/01/2022 |
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 |
Implied volatility | 0.20% |
Leverage | 10.29 |
Delta | 0.04 |
Gamma | 0.01 |
Vega | 0.05 |
Distance to Strike | -22.02 |
Distance to Strike in % | -25.03% |
Average Spread | 98.79% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.03 CHF |
Last Best Bid Volume | 225,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 354,454 |
Average Sell Volume | 133,843 |
Average Buy Value | 3,545 CHF |
Average Sell Value | 3,921 CHF |
Spreads Availability Ratio | 99.98% |
Quote Availability | 99.98% |