Call-Warrant

Symbol: WISLHU
Underlyings: Swiss Life Hldg. N
ISIN: CH0480377172
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
15/11/19
09:26:50
0.090
0.100
CHF
Volume
150,000
50,000

Performance

Closing prev. day 0.140
Diff. absolute / % -0.05 -35.71%

Determined prices

Last Price 0.140 Volume 10,000
Time 13:08:40 Date 07/11/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0480377172
Valor 48037717
Symbol WISLHU
Strike 520.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 21/06/2019
Date of maturity 25/03/2020
Last trading day 20/03/2020
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer UBS

Underlyings

Name Swiss Life Hldg. N
ISIN CH0014852781
Price 495.2000 CHF
Date 15/11/19 09:31
Ratio 100.00

Key data

Ask Price (basis for calculation) 0.0900
Calculated price of underlying 499.0000
Premium 6.01%
Premium p.a. 17.63%
Break-even point 529.00 CHF
Time value 0.09
Implied volatility 13.43%
Leverage 15.37
Delta 0.28
Gamma 0.01
Vega 1.00
Distance to Strike -29.10
Distance to Strike in % -5.93%

market maker quality Date: 14/11/2019

Average Spread 12.48%
Last Best Bid Price 0.08 CHF
Last Best Ask Price 0.09 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 11,311 CHF
Average Sell Value 4,270 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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