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Call Warrant
Symbol:
LLYEMU
ISIN:
CH1299193305
Issuer:
UBS
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 | 0.750 | ||||
| Diff. absolute / % | -0.04 | -5.19% | |||
Determined prices
| Last Price | 0.930 | Volume | 2,000 | |
| Time | 16:13:36 | Date | 27/02/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1299193305 |
| Valor | 129919330 |
| Symbol | LLYEMU |
| 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 | 17/10/2023 |
| Date of maturity | 26/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | UBS |
Key data
| Intrinsic value | 0.69 |
| Time value | 0.06 |
| Implied volatility | 0.27% |
| Leverage | 8.57 |
| Delta | 0.84 |
| Gamma | 0.00 |
| Vega | 0.59 |
| Distance to Strike | -68.68 |
| Distance to Strike in % | -8.93% |
market maker quality Date: 16/05/2024
| Average Spread | 2.20% |
| Last Best Bid Price | 0.76 CHF |
| Last Best Ask Price | 0.77 CHF |
| Last Best Bid Volume | 70,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 63,008 |
| Average Sell Volume | 23,033 |
| Average Buy Value | 52,402 CHF |
| Average Sell Value | 19,182 CHF |
| Spreads Availability Ratio | 87.74% |
| Quote Availability | 87.74% |
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