Call-Warrant

Symbol: CROG7U
Underlyings: Roche AG
ISIN: CH1160505272
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 0.090 Volume 50,000
Time 10:27:55 Date 12/09/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1160505272
Valor 116050527
Symbol CROG7U
Strike 340.00 CHF
Type Warrants
Type Bull
Ratio 40.00
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

Underlyings

Name Roche AG
ISIN CH0012032048
Price 254.30 CHF
Date 22/11/24 17:30
Ratio 40.00

Key data

Implied volatility 0.22%
Leverage 7.54
Delta 0.06
Gamma 0.00
Vega 0.31
Distance to Strike -85.50
Distance to Strike in % -33.60%

market maker quality Date: 20/11/2024

Average Spread 21.62%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 100,000
Average Buy Volume 300,000
Average Sell Volume 100,000
Average Buy Value 12,447 CHF
Average Sell Value 5,149 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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