Symbol: WXSREU
Underlyings: Swiss RE AG
ISIN: CH0589946810



SIX Structured Products trading

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


Closing prev. day 0.460
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.460 Volume 8,000
Time 11:03:26 Date 24/11/2022

More Product Information

Core Data

Name Call-Warrant
ISIN CH0589946810
Valor 58994681
Strike 90.00 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


Name Swiss RE AG
ISIN CH0126881561
Price 83.78 CHF
Date 28/11/22 17:30
Ratio 10.00

Key data

Implied volatility 0.23%
Leverage 5.12
Delta 0.30
Gamma 0.02
Vega 0.38
Distance to Strike -6.62
Distance to Strike in % -7.94%

market maker quality Date: 25/11/2022

Average Spread 4.32%
Last Best Bid Price 0.46 CHF
Last Best Ask Price 0.48 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 50,000
Average Sell Volume 50,000
Average Buy Value 22,655 CHF
Average Sell Value 23,655 CHF
Spreads Availability Ratio 89.86%
Quote Availability 89.86%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.