Call Warrant

Symbol: RDUFDU
Underlyings: AVOLTA AG
ISIN: CH1200651979
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.100
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.240 Volume 2,900
Time 09:37:57 Date 27/09/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1200651979
Valor 120065197
Symbol RDUFDU
Strike 32.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/07/2022
Date of maturity 27/12/2024
Last trading day 20/12/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name AVOLTA AG
ISIN CH0023405456
Price 33.78 CHF
Date 22/11/24 17:19
Ratio 20.00

Key data

Intrinsic value 0.09
Time value 0.02
Leverage 12.14
Delta 0.79
Gamma 0.12
Vega 0.03
Distance to Strike -1.82
Distance to Strike in % -5.38%

market maker quality Date: 20/11/2024

Average Spread 8.34%
Last Best Bid Price 0.10 CHF
Last Best Ask Price 0.13 CHF
Last Best Bid Volume 347,066
Last Best Ask Volume 100,000
Average Buy Volume 338,384
Average Sell Volume 100,000
Average Buy Value 38,926 CHF
Average Sell Value 12,511 CHF
Spreads Availability Ratio 12.99%
Quote Availability 98.35%

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