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SIX Swiss Exchange, Structured Products
Valuation CHF 0.09
20.09.19 17:15:00
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Bid ---
20.09.19 19:14:59
Ask ---
20.09.19 19:14:59
Bid Vol. 500,000
Ask Vol. 100,000
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Day low ---
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Value 49'003'306
ISIN CH0490033062
Type Derivative
Maturity 20.12.2019
Termsheet
 
New order
Buy
Quantity
Sell Order creation
Detailed product info
Underlying
Vifor Pharma AG
Category
Leverage Products
Name
Warrant
Name
Call-Warrant
Style
A
Strike price
175.00
Underlying Strike Price 1
175.00
Strike currency
CHF
Maturity date
27.12.2019
Ratio
40.00
Subtyp
Call
Issuer
UBS
Termsheet
 
Premium
11.32%
Premium PA
49.51%
Break even
179.00
Gearing
40.20
Leverage (%)
10.32%
Intrinsic value
Delta
0.26
Days to maturity
97
Spread (%)
10.53%
Spread average in (%)
16.01%
° Turnover CHF
0.00
Gamma
0.02
Rho
0.10
Vega
0.27
Theta 1 day
-0.03
Theta 7 days
-0.22
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
25.15
ImplVola Ask
26.61
Underlying asset class
Stock
Underlying type
Single
Underlying sector
4500
Underlying
Name Vifor Pharma Rg (VIFN)
Last CHF 160.80
20.09.19 17:31:47
Change 0.65 (0.41%)
Volume 187,891
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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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