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SIX Swiss Exchange, Structured Products
Valuation CHF 0.60
23.09.19 09:33:25
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Bid 0.60
23.09.19 09:33:25
Ask 0.61
23.09.19 09:33:25
Bid Vol. 300,000
Ask Vol. 300,000
Open ---
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Close 0.38
05.09.19
Day high ---
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Day low ---
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Value 49'003'294
ISIN CH0490032940
Type Derivative
Maturity 20.12.19
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
Zurich Insurance Group AG
Category
Leverage Products
Name
Warrant
Name
Call-Warrant
Style
A
Strike price
350.00
Underlying Strike Price 1
350.00
Strike currency
CHF
Maturity date
27.12.2019
Ratio
50.00
Subtyp
Call
Issuer
UBS
Termsheet
 
Premium
1.08%
Premium PA
4.11%
Break even
384.00
Gearing
11.17
Leverage (%)
9.79%
Intrinsic value
Delta
0.88
Days to maturity
97
Spread (%)
1.48%
Spread average in (%)
1.52%
° Turnover CHF
0.00
Gamma
0.01
Rho
0.80
Vega
0.40
Theta 1 day
-0.05
Theta 7 days
-0.33
Listing date
16.08.2019
Exercise date
23.08.2019
Last trading date
20.12.2019
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
14.65
ImplVola Ask
15.99
Underlying asset class
Stock
Underlying type
Single
Underlying sector
8500
Underlying
Name Zurich Insur Gr N (ZURN)
Last CHF 376.30
23.09.19 09:35:35
Change -3.60 (-0.95%)
Volume 36,825
Close 31 Dec CHF ---
1 Week ---
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4 Weeks 0.38
05.09.19
0.21
28.08.19
12 Weeks ---
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1 Year 0.38
05.09.19
0.21
28.08.19
52 Weeks ---
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Info
Name: SIX Swiss Exchange, Structured Products
Domicile: CH
URL: www.six-structured-products.com
Exchange code: 880
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