Symbol: WCUBSU
Underlyings: UBS Group AG
ISIN: CH0404018514



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 220,000
Time 09:15:31 Date 02/10/2020

More Product Information

Core Data

Name Call-Warrant
ISIN CH0404018514
Valor 40401851
Strike 18.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 20/02/2018
Date of maturity 17/12/2021
Last trading day 17/12/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer UBS


Name UBS Group AG
ISIN CH0244767585
Price 11.1200 CHF
Date 21/10/20 17:30
Ratio 5.00

Key data

Ask Price (basis for calculation) 0.0100
Calculated price of underlying 11.2200
Premium 60.87%
Premium p.a. 50.97%
Break-even point 18.05 CHF
Time value 0.01
Implied volatility 24.41%
Leverage 22.14
Delta 0.10
Gamma 0.05
Vega 0.02
Distance to Strike -6.78
Distance to Strike in % -60.43%

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 200,000
Average Buy Volume 499,977
Average Sell Volume 200,000
Average Buy Value 5,000 CHF
Average Sell Value 4,000 CHF
Spreads Availability Ratio 9.32%
Quote Availability 86.23%

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