SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.240 | ||||
Diff. absolute / % | 0.16 | +66.67% |
Last Price | 0.280 | Volume | 3,000 | |
Time | 14:24:46 | Date | 07/02/2024 |
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 | 0.15 |
Time value | 0.09 |
Implied volatility | 0.32% |
Leverage | 4.99 |
Delta | 0.69 |
Gamma | 0.05 |
Vega | 0.10 |
Distance to Strike | -2.92 |
Distance to Strike in % | -8.36% |
Average Spread | 4.12% |
Last Best Bid Price | 0.23 CHF |
Last Best Ask Price | 0.24 CHF |
Last Best Bid Volume | 220,000 |
Last Best Ask Volume | 100,000 |
Average Buy Volume | 212,250 |
Average Sell Volume | 100,000 |
Average Buy Value | 50,398 CHF |
Average Sell Value | 24,775 CHF |
Spreads Availability Ratio | 99.60% |
Quote Availability | 99.60% |