Call Warrant

Symbol: SENESU
Underlyings: Sensirion Hldg. AG
ISIN: CH1321160421
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 0.050
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.150 Volume 10,000
Time 11:11:26 Date 05/09/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1321160421
Valor 132116042
Symbol SENESU
Strike 70.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 06/02/2024
Date of maturity 25/06/2025
Last trading day 20/06/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Sensirion Hldg. AG
ISIN CH0406705126
Price 52.20 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.42%
Leverage 8.52
Delta 0.26
Gamma 0.02
Vega 0.13
Distance to Strike 17.30
Distance to Strike in % 32.83%

market maker quality Date: 20/11/2024

Average Spread 36.12%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 75,000
Average Buy Volume 500,000
Average Sell Volume 75,000
Average Buy Value 17,534 CHF
Average Sell Value 3,758 CHF
Spreads Availability Ratio 96.88%
Quote Availability 96.88%

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