Call Warrant

Symbol: SENDUU
Underlyings: Sensirion Hldg. AG
ISIN: CH1283155864
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 0.110
Diff. absolute / % -0.02 -18.18%

Determined prices

Last Price 0.110 Volume 110,000
Time 14:59:21 Date 07/03/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1283155864
Valor 128315586
Symbol SENDUU
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 40.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 18/07/2023
Date of maturity 27/12/2024
Last trading day 20/12/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Sensirion Hldg. AG
ISIN CH0406705126
Price 69.20 CHF
Date 13/05/24 17:17
Ratio 40.00

Key data

Delta 0.37
Gamma 0.02
Vega 0.20
Distance to Strike 10.70
Distance to Strike in % 15.44%

market maker quality Date: 10/05/2024

Average Spread 16.99%
Last Best Bid Price 0.11 CHF
Last Best Ask Price 0.13 CHF
Last Best Bid Volume 402,604
Last Best Ask Volume 50,000
Average Buy Volume 408,673
Average Sell Volume 50,000
Average Buy Value 42,030 CHF
Average Sell Value 6,099 CHF
Spreads Availability Ratio 97.35%
Quote Availability 97.35%

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