SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.150 | Volume | 10,000 | |
Time | 11:11:26 | Date | 05/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |