Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1290248231 |
Valor | 129024823 |
Symbol | KEMSEU |
Strike | 700.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 300.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/08/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.08 |
Time value | 0.08 |
Implied volatility | 0.23% |
Leverage | 9.53 |
Delta | 0.63 |
Gamma | 0.01 |
Vega | 1.69 |
Distance to Strike | -23.00 |
Distance to Strike in % | -3.18% |
Average Spread | 6.81% |
Last Best Bid Price | 0.14 CHF |
Last Best Ask Price | 0.15 CHF |
Last Best Bid Volume | 318,790 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 322,774 |
Average Sell Volume | 50,000 |
Average Buy Value | 45,859 CHF |
Average Sell Value | 7,609 CHF |
Spreads Availability Ratio | 84.84% |
Quote Availability | 84.84% |