Call Warrant

Symbol: 2SSMEU
Underlyings: SMI
ISIN: CH1215499349



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.200
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.430 Volume 1,000
Time 11:21:30 Date 30/01/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1215499349
Valor 121549934
Symbol 2SSMEU
Strike 11,500.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 14/09/2022
Date of maturity 26/06/2024
Last trading day 20/06/2024
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Dirty
Issuer UBS


Name SMI
ISIN CH0009980894
Price 11,297.504 Points
Date 19/04/24 22:00
Ratio 500.00

Key data

Implied volatility 0.10%
Leverage 40.33
Delta 0.34
Gamma 0.00
Vega 17.00
Distance to Strike -247.60
Distance to Strike in % -2.20%

market maker quality Date: 18/04/2024

Average Spread 5.72%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 200,000
Average Buy Volume 296,404
Average Sell Volume 200,000
Average Buy Value 50,886 CHF
Average Sell Value 36,507 CHF
Spreads Availability Ratio 97.63%
Quote Availability 97.63%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.