Call Warrant

Symbol: 4DUFAU
Underlyings: AVOLTA AG
ISIN: CH1276034258
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 0.140
Diff. absolute / % -0.01 -7.14%

Determined prices

Last Price 0.120 Volume 17,166
Time 09:15:20 Date 08/07/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1276034258
Valor 127603425
Symbol 4DUFAU
Strike 40.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/06/2023
Date of maturity 25/06/2025
Last trading day 20/06/2025
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name AVOLTA AG
ISIN CH0023405456
Price 36.28 CHF
Date 16/07/24 17:30
Ratio 20.00

Key data

Implied volatility 0.32%
Leverage 5.40
Delta 0.39
Gamma 0.04
Vega 0.13
Distance to Strike 3.94
Distance to Strike in % 10.93%

market maker quality Date: 15/07/2024

Average Spread 7.14%
Last Best Bid Price 0.13 CHF
Last Best Ask Price 0.14 CHF
Last Best Bid Volume 390,000
Last Best Ask Volume 100,000
Average Buy Volume 374,021
Average Sell Volume 100,000
Average Buy Value 50,540 CHF
Average Sell Value 14,533 CHF
Spreads Availability Ratio 98.16%
Quote Availability 98.16%

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