Call Warrant

Symbol: KEMSHU
Underlyings: Ems-Chemie Hldg. AG
ISIN: CH1290248264
Issuer:
UBS
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More Product Information

Core Data

Name Call Warrant
ISIN CH1290248264
Valor 129024826
Symbol KEMSHU
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 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 Ems-Chemie Hldg. AG
ISIN CH0016440353
Price 730.50 CHF
Date 26/04/24 17:31
Ratio 300.00

Key data

Intrinsic value 0.08
Time value 0.11
Implied volatility 0.22%
Leverage 7.65
Delta 0.60
Gamma 0.00
Vega 2.19
Distance to Strike -23.00
Distance to Strike in % -3.18%

market maker quality Date: 25/04/2024

Average Spread 5.51%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 280,000
Last Best Ask Volume 50,000
Average Buy Volume 286,937
Average Sell Volume 50,000
Average Buy Value 50,629 CHF
Average Sell Value 9,334 CHF
Spreads Availability Ratio 84.84%
Quote Availability 84.84%

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