Call-Warrant

Symbol: ABAUAU
Underlyings: ABB N
ISIN: CH0555090601
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 0.540
Diff. absolute / % -0.02 -3.35%

Determined prices

Last Price 0.540 Volume 3,000
Time 11:02:00 Date 26/07/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0555090601
Valor 55509060
Symbol ABAUAU
Strike 32.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 17/07/2020
Date of maturity 22/12/2021
Last trading day 17/12/2021
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name ABB N
ISIN CH0012221716
Price 31.29 EUR
Date 28/07/21 08:23
Ratio 5.00

Key data

Intrinsic value 0.32
Time value 0.20
Implied volatility 0.23%
Leverage 8.50
Delta 0.65
Gamma 0.10
Vega 0.08
Distance to Strike 1.60
Distance to Strike in % 4.76%

market maker quality Date: 26/07/2021

Average Spread 1.85%
Last Best Bid Price 0.53 CHF
Last Best Ask Price 0.54 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 106,881 CHF
Average Sell Value 108,881 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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