SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.240 | Volume | 2,900 | |
Time | 09:37:57 | Date | 27/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |