Call-Warrant

Symbol: CROGSU
Underlyings: Roche AG
ISIN: CH1147777259
Issuer:
UBS
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
17.05.24
09:34:00
0.019
0.038
CHF
Volume
200,000
200,000

Performance

Closing prev. day 0.032
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1147777259
Valor 114777725
Symbol CROGSU
Strike 450.00 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 237.2000 CHF
Date 17/05/24 10:07
Ratio 40.00

Key data

Implied volatility 0.32%
Leverage 12.81
Delta 0.02
Gamma 0.00
Vega 0.15
Distance to Strike -215.20
Distance to Strike in % -91.65%

market maker quality Date: 16/05/2024

Average Spread 73.51%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 177,058
Average Sell Volume 177,058
Average Buy Value 3,284 CHF
Average Sell Value 6,813 CHF
Spreads Availability Ratio 91.69%
Quote Availability 91.69%

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