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SIX Swiss Exchange, Structured Products
Valuation CHF 0.08
23.09.19 09:26:51
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Bid 0.08
23.09.19 09:26:51
Ask 0.10
23.09.19 09:26:51
Bid Vol. 500,000
Ask Vol. 100,000
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Value 49'003'307
ISIN CH0490033070
Type Derivative
Maturity 20.03.2020
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
190.00
Underlying Strike Price 1
190.00
Strike currency
CHF
Maturity date
25.03.2020
Ratio
40.00
Subtyp
Call
Issuer
UBS
Termsheet
 
Premium
20.65%
Premium PA
44.45%
Break even
194.00
Gearing
40.20
Leverage (%)
6.17%
Intrinsic value
Delta
0.15
Days to maturity
186
Spread (%)
10.53%
Spread average in (%)
13.96%
° Turnover CHF
0.00
Gamma
0.01
Rho
0.11
Vega
0.27
Theta 1 day
-0.02
Theta 7 days
-0.11
Listing date
16.08.2019
Exercise date
23.08.2019
Last trading date
20.03.2020
Management fees
Spread
Bid Size °
Ask Size °
Redemption Max
ImplVola Bid
27.34
ImplVola Ask
28.56
Underlying asset class
Stock
Underlying type
Single
Underlying sector
4500
Underlying
Name Vifor Pharma Rg (VIFN)
Last CHF 159.80
23.09.19 09:29:50
Change -1.00 (-0.62%)
Volume 5,360
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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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