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Call Warrant
Symbol:
RCFRDU
ISIN:
CH1222590858
Issuer:
UBS
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
16:03:00 |
|
0.380
|
0.390
|
CHF |
| Volume |
140,000
|
75,000
|
||
Performance
| Closing prev. day | 0.390 | ||||
| Diff. absolute / % | -0.02 | -5.13% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1222590858 |
| Valor | 122259085 |
| Symbol | RCFRDU |
| Strike | 178.4375 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 19.83 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 18/10/2022 |
| Date of maturity | 24/12/2025 |
| Last trading day | 19/12/2025 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Implied volatility | 0.30% |
| Leverage | 2.20 |
| Delta | 0.12 |
| Gamma | 0.01 |
| Vega | 0.35 |
| Distance to Strike | 41.74 |
| Distance to Strike in % | 30.53% |
market maker quality Date: 15/05/2024
| Average Spread | 2.78% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 139,154 |
| Average Sell Volume | 74,162 |
| Average Buy Value | 51,819 CHF |
| Average Sell Value | 28,394 CHF |
| Spreads Availability Ratio | 89.54% |
| Quote Availability | 89.54% |
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