Call Warrant

Symbol: KUHRDU
Underlyings: Swatch Group I
ISIN: CH1202270380
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 0.030
Diff. absolute / % -0.02 -66.67%

Determined prices

Last Price 0.050 Volume 40,000
Time 16:19:25 Date 09/07/2024

More Product Information

Core Data

Name Call Warrant
ISIN CH1202270380
Valor 120227038
Symbol KUHRDU
Strike 230.00 CHF
Type Warrants
Type Bull
Ratio 50.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 01/11/2022
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 Swatch Group I
ISIN CH0012255151
Price 170.40 CHF
Date 16/07/24 17:30
Ratio 50.00

Key data

Implied volatility 0.33%
Leverage 56.04
Delta 0.16
Gamma 0.01
Vega 0.28
Distance to Strike 58.50
Distance to Strike in % 34.11%

market maker quality Date: 15/07/2024

Average Spread 58.39%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 100,000
Average Buy Volume 290,200
Average Sell Volume 76,689
Average Buy Value 5,386 CHF
Average Sell Value 2,121 CHF
Spreads Availability Ratio 45.28%
Quote Availability 47.98%

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