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Show instrument information
SIX Swiss Exchange, Structured Products
Valuation CHF 0.02
24.02.20 14:13:45
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Bid 0.02
24.02.20 14:13:45
Ask 0.03
24.02.20 14:13:45
Bid Vol. 500,000
Ask Vol. 100,000
Open ---
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Close 0.16
11.02.20
Day high ---
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Day low ---
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Value 49'003'307
ISIN CH0490033070
Type Derivative
Maturity 20.03.20
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
10.11%
Premium PA
229.79%
Break even
191.20
Gearing
144.71
Leverage (%)
16.24%
Intrinsic value
Delta
0.11
Days to maturity
29
Spread (%)
40.00%
Spread average in (%)
15.05%
° Turnover CHF
640.00
Gamma
0.02
Rho
0.02
Vega
0.09
Theta 1 day
-0.04
Theta 7 days
-0.29
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
26.37
ImplVola Ask
30.27
Underlying asset class
Stock
Underlying type
Single
Underlying sector
4500
Underlying
Name Vifor Pharma Rg (VIFN)
Last CHF 173.25
24.02.20 14:28:13
Change -7.85 (-4.33%)
Volume 150,218
Close 31 Dec CHF 0.11
1 Week 0.16
11.02.20
0.16
11.02.20
4 Weeks 0.16
11.02.20
0.16
11.02.20
12 Weeks 0.16
11.02.20
0.10
14.01.20
1 Year 0.16
11.02.20
0.10
14.01.20
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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