SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.490 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.390 | Volume | 10,000 | |
Time | 10:58:46 | Date | 31/05/2024 |
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 |
Intrinsic value | 0.28 |
Time value | 0.21 |
Implied volatility | 0.49% |
Leverage | 3.05 |
Delta | 0.74 |
Gamma | 0.01 |
Vega | 0.26 |
Distance to Strike | -11.10 |
Distance to Strike in % | -13.69% |
Average Spread | 4.09% |
Last Best Bid Price | 0.48 CHF |
Last Best Ask Price | 0.50 CHF |
Last Best Bid Volume | 110,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 110,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 52,726 CHF |
Average Sell Value | 24,966 CHF |
Spreads Availability Ratio | 99.72% |
Quote Availability | 99.72% |