SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.980 | ||||
Diff. absolute / % | -0.03 | -3.00% |
Last Price | 0.980 | Volume | 135 | |
Time | 09:55:59 | Date | 10/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1286555979 |
Valor | 128655597 |
Symbol | LLYC7U |
Strike | 700.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 25/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 0.69 |
Time value | 0.29 |
Implied volatility | 0.28% |
Leverage | 5.83 |
Delta | 0.74 |
Gamma | 0.00 |
Vega | 1.45 |
Distance to Strike | -68.68 |
Distance to Strike in % | -8.93% |
Average Spread | 1.75% |
Last Best Bid Price | 0.99 CHF |
Last Best Ask Price | 1.00 CHF |
Last Best Bid Volume | 60,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,062 |
Average Sell Volume | 23,033 |
Average Buy Value | 52,730 CHF |
Average Sell Value | 24,308 CHF |
Spreads Availability Ratio | 87.72% |
Quote Availability | 87.72% |