Call-Warrant

Symbol: SMUZDU
Underlyings: SMI
ISIN: CH0469529207
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/07/19
13:58:12
0.490
0.500
CHF
Volume
300,000
300,000

Performance

Closing prev. day 0.470
Diff. absolute / % 0.02 +4.26%

Determined prices

Last Price 0.470 Volume 50,000
Time 12:18:14 Date 17/07/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0469529207
Valor 46952920
Symbol SMUZDU
Strike 10,100.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First listing date 23/04/2019
Date of maturity 27/12/2019
Last trading day 19/12/2019
Settlement Type Cash payout
IRS 871m Exempt qualified index
Currency safeguarded No
Pricing Not specified
Issuer UBS

Underlyings

Name SMI
ISIN CH0009980894
Price 9,982.86 Points
Date 23/07/19 13:58
Ratio 500.00

Key data

Ask Price (basis for calculation) 0.4800
Calculated price of underlying 9,971.5300
Premium 3.70%
Premium p.a. 8.83%
Break-even point 10,340.00 Points
Time value 0.48
Implied volatility 12.09%
Leverage 17.80
Delta 0.43
Gamma 0.00
Vega 25.61
Distance to Strike -179.96
Distance to Strike in % -1.81%

market maker quality Date: 22/07/2019

Average Spread 2.20%
Last Best Bid Price 0.44 CHF
Last Best Ask Price 0.45 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 300,000
Average Sell Volume 300,000
Average Buy Value 134,694 CHF
Average Sell Value 137,694 CHF
Spreads Availability Ratio 99.33%
Quote Availability 99.33%

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