Call-Warrant

Symbol: WYSREU
Underlyings: Swiss RE AG
ISIN: CH0589946828
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.700
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.700 Volume 5,000
Time 16:49:27 Date 22/04/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH0589946828
Valor 58994682
Symbol WYSREU
Strike 100.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 15/01/2021
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

Underlyings

Name Swiss RE AG
ISIN CH0126881561
Price 100.3000 CHF
Date 29/04/24 17:30
Ratio 10.00

Key data

Intrinsic value 0.03
Time value 0.69
Implied volatility 0.27%
Leverage 7.36
Delta 0.53
Gamma 0.01
Vega 0.31
Distance to Strike 0.30
Distance to Strike in % 0.30%

market maker quality Date: 26/04/2024

Average Spread 2.09%
Last Best Bid Price 0.68 CHF
Last Best Ask Price 0.70 CHF
Last Best Bid Volume 100,000
Last Best Ask Volume 100,000
Average Buy Volume 100,000
Average Sell Volume 100,000
Average Buy Value 68,933 CHF
Average Sell Value 70,385 CHF
Spreads Availability Ratio 97.79%
Quote Availability 97.79%

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