Symbol: CSGWQU
Underlyings: Credit Suisse Group AG
ISIN: CH0420769611



SIX Structured Products trading

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


Closing prev. day 0.010
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.010 Volume 180,000
Time 10:37:11 Date 02/10/2020

More Product Information

Core Data

Name Call-Warrant
ISIN CH0420769611
Valor 42076961
Strike 15.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 18/06/2018
Date of maturity 18/06/2021
Last trading day 18/06/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer UBS


Name Credit Suisse Group AG
ISIN CH0012138530
Price 9.68 CHF
Date 21/10/20 17:30
Ratio 5.00

Key data

Ask Price (basis for calculation) 0.0100
Calculated price of underlying 9.7620
Premium 54.17%
Premium p.a. 93.55%
Break-even point 15.05 CHF
Time value 0.01
Implied volatility 31.25%
Leverage 15.20
Delta 0.08
Gamma 0.05
Vega 0.01
Distance to Strike -5.24
Distance to Strike in % -53.66%

market maker quality Date: 20/10/2020

Average Spread 66.67%
Last Best Bid Price 0.01 CHF
Last Best Ask Price 0.01 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 300,000
Average Buy Volume 500,000
Average Sell Volume 300,000
Average Buy Value 5,000 CHF
Average Sell Value 6,000 CHF
Spreads Availability Ratio 43.57%
Quote Availability 93.49%

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