Call-Warrant

Symbol: BAEUHU
Underlyings: Julius Baer Group
ISIN: CH0465047873
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
20/09/19
13:00:08
0.040
0.050
CHF
Volume
500,000
100,000

Performance

Closing prev. day 0.030
Diff. absolute / % 0.01 +33.33%

Determined prices

Last Price 0.030 Volume 50,000
Time 11:05:26 Date 07/08/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0465047873
Valor 46504787
Symbol BAEUHU
Strike 54.00 CHF
Type Warrants
Type Bull
Ratio 15.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 18/03/2019
Date of maturity 25/03/2020
Last trading day 20/03/2020
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer UBS

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 44.21 CHF
Date 20/09/19 16:26
Ratio 15.00

Key data

Ask Price (basis for calculation) 0.0500
Calculated price of underlying 44.3300
Premium 23.51%
Premium p.a. 50.89%
Break-even point 54.75 CHF
Time value 0.05
Implied volatility 28.81%
Leverage 7.00
Delta 0.12
Gamma 0.02
Vega 0.06
Distance to Strike -9.67
Distance to Strike in % -21.81%

market maker quality Date: 19/09/2019

Average Spread 22.31%
Last Best Bid Price 0.04 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 499,097
Average Sell Volume 99,900
Average Buy Value 19,963 CHF
Average Sell Value 4,996 CHF
Spreads Availability Ratio 98.11%
Quote Availability 98.11%

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