Call-Warrant

Symbol: SOTUWU
Underlyings: Swiss Life Hldg. N
ISIN: CH0510106716
Issuer:
UBS
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
27.10.21
15:37:00
0.070
0.080
CHF
Volume
150,000
50,000

Performance

Closing prev. day 0.070
Diff. absolute / % - 0.00%

Determined prices

Last Price 0.090 Volume 50,000
Time 10:06:27 Date 19/08/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0510106716
Valor 51010671
Symbol SOTUWU
Strike 560.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/11/2019
Date of maturity 22/06/2022
Last trading day 17/06/2022
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 494.30 CHF
Date 27/10/21 15:39
Ratio 100.00

Key data

Break-even point 564.00 CHF
Implied volatility 0.19%
Leverage 8.98
Delta 0.11
Gamma 0.00
Vega 0.74
Distance to Strike -65.30
Distance to Strike in % -13.20%

market maker quality Date: 26/10/2021

Average Spread 13.66%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 50,000
Average Buy Volume 150,000
Average Sell Volume 50,000
Average Buy Value 10,264 CHF
Average Sell Value 3,921 CHF
Spreads Availability Ratio 82.08%
Quote Availability 82.08%

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