Call-Warrant

Symbol: CROGPU
Underlyings: Roche AG
ISIN: CH1147771195
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 0.048
Diff. absolute / % 0.00 +2.13%

Determined prices

Last Price 0.040 Volume 50,000
Time 11:15:24 Date 15/05/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1147771195
Valor 114777119
Symbol CROGPU
Strike 360.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 17/12/2021
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 237.1000 CHF
Date 17/05/24 17:30
Ratio 40.00

Key data

Implied volatility 0.23%
Leverage 11.94
Delta 0.10
Gamma 0.00
Vega 0.51
Distance to Strike -123.10
Distance to Strike in % -51.96%

market maker quality Date: 16/05/2024

Average Spread 21.26%
Last Best Bid Price 0.05 CHF
Last Best Ask Price 0.06 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 200,000
Average Buy Volume 410,721
Average Sell Volume 177,680
Average Buy Value 19,030 CHF
Average Sell Value 9,930 CHF
Spreads Availability Ratio 90.96%
Quote Availability 90.96%

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