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Call Warrant
Symbol:
SEND6U
ISIN:
CH1296969889
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
14.05.24
10:22:00 |
|
0.180
|
0.200
|
CHF |
| Volume |
280,000
|
50,000
|
||
Performance
| Closing prev. day | 0.200 | ||||
| Diff. absolute / % | -0.01 | -4.76% | |||
Determined prices
| Last Price | 0.150 | Volume | 17,000 | |
| Time | 13:45:11 | Date | 12/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1296969889 |
| Valor | 129696988 |
| Symbol | SEND6U |
| Strike | 70.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 40.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 10/10/2023 |
| 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 |
Key data
| Implied volatility | 0.36% |
| Leverage | 5.53 |
| Delta | 0.57 |
| Gamma | 0.02 |
| Vega | 0.21 |
| Distance to Strike | 0.80 |
| Distance to Strike in % | 1.16% |
market maker quality Date: 13/05/2024
| Average Spread | 9.43% |
| Last Best Bid Price | 0.18 CHF |
| Last Best Ask Price | 0.20 CHF |
| Last Best Bid Volume | 280,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 261,296 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 50,724 CHF |
| Average Sell Value | 10,678 CHF |
| Spreads Availability Ratio | 69.31% |
| Quote Availability | 69.31% |
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