CH0419030322

WTNESU

Call-Warrant auf Nestlé S.A.

Valor:41903032

ISIN:CH0419030322

Last Trading:15.12.2023

Issuer:UBS

WTNESU

Price:

CHF 0.850

Call-Warranton Nestlé S.A.

Valor:

41903032

ISIN:

CH0419030322

Last Trading Date:

15.12.2023

Issuer:

UBS

The Warrant issued by UBS is suited for investors who expect a positive performance of the underlying Nestlé S.A. in the short term.

Issuer

UBS

Issuer Rating

A+ / Aa3 / AA-

Underlying

Nestlé S.A.

Category

Warrant

Type

Call

Ratio

15.00

Strike

92.00

Collateralized

Risk Class

First Trading Date

15.06.2018

Last Trading Date

15.12.2023

Redemption Date

20.12.2023

Delivery

cash or physical

Termsheet

Product Report

MIC

SIX Swiss Exchange

Currency

CHF

Bid

0.850
01.12.2020
200'000 Stk

Ask

0.860
01.12.2020
200'000 Stk

Last

0.940
26.11.2020
0 Stk

Change

0.00 (0.00 %)

Ø Spread (5 days)

1.10 %

Turnover

Performance (since Issue)

286.96 %

Performance (1 week)

-2.20 %

Performance (since 1.1.)

-17.97 %

Delta

0.63

Gamma

0.02

Rho

0.86

Moneyness

9.63 %

Gearing

7.79

Break Even

104.90

Leverage

4.93

Implied Volatility

15.90 %

Premium %

4.01 %

Premium p.a. %

1.30 %

Time to Maturity

1'108

Intrinsic Value (CHF)

0.59

Time Value (CHF)

0.27

Nestlé S.A. (CHF)

Last Price:

100.86 (16:44)

Strike (Distance)

92.00 (8.40 %)

Product description