Call Warrant

Symbol: 7DUFSU
Underlyings: AVOLTA AG
ISIN: CH1287910157
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 0.090
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.120 Volume 50,000
Time 10:32:33 Date 23/09/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1287910157
Valor 128791015
Symbol 7DUFSU
Strike 36.00 CHF
Type Warrants
Type Bull
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 26/09/2023
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 33.78 CHF
Date 22/11/24 17:19
Ratio 20.00

Key data

Implied volatility 0.31%
Leverage 7.40
Delta 0.39
Gamma 0.06
Vega 0.10
Distance to Strike 2.18
Distance to Strike in % 6.45%

market maker quality Date: 20/11/2024

Average Spread 9.99%
Last Best Bid Price 0.09 CHF
Last Best Ask Price 0.11 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 500,000
Average Sell Volume 100,000
Average Buy Value 47,673 CHF
Average Sell Value 10,535 CHF
Spreads Availability Ratio 13.10%
Quote Availability 98.98%

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