Call Warrant

Symbol: RDUFDU
Underlyings: AVOLTA AG
ISIN: CH1200651979
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 0.240
Diff. absolute / % 0.16 +66.67%

Determined prices

Last Price 0.280 Volume 3,000
Time 14:24:46 Date 07/02/2024

More Product Information

Core Data

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

Underlyings

Name AVOLTA AG
ISIN CH0023405456
Price 35.06 CHF
Date 29/04/24 17:19
Ratio 20.00

Key data

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%

market maker quality Date: 26/04/2024

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%

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