Call-Warrant

Symbol: VALWEU
Underlyings: Valora Hldg. AG
ISIN: CH0589943155
Issuer:
UBS
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
28.07.21
09:01:00
0.030
0.050
CHF
Volume
25,000
25,000

Performance

Closing prev. day 0.030
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.020 Volume 25,000
Time 15:18:02 Date 21/07/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0589943155
Valor 58994315
Symbol VALWEU
Strike 250.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 15/01/2021
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 Valora Hldg. AG
ISIN CH0002088976
Price 206.50 CHF
Date 28/07/21 10:24
Ratio 100.00

Key data

Implied volatility 0.33%
Leverage 17.69
Delta 0.26
Gamma 0.01
Vega 0.42
Distance to Strike -43.00
Distance to Strike in % -20.77%

market maker quality Date: 27/07/2021

Average Spread 46.68%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.05 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 25,000
Average Sell Volume 25,000
Average Buy Value 833 CHF
Average Sell Value 1,333 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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