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Call Warrant
Symbol:
LLYENU
ISIN:
CH1299193313
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 | 0.380 | ||||
| Diff. absolute / % | -0.11 | -22.92% | |||
Determined prices
| Last Price | 0.480 | Volume | 10,000 | |
| Time | 15:03:13 | Date | 16/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1299193313 |
| Valor | 129919331 |
| Symbol | LLYENU |
| Strike | 750.00 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 | 0.19 |
| Time value | 0.20 |
| Implied volatility | 0.29% |
| Leverage | 12.42 |
| Delta | 0.63 |
| Gamma | 0.00 |
| Vega | 0.90 |
| Distance to Strike | -18.68 |
| Distance to Strike in % | -2.43% |
market maker quality Date: 16/05/2024
| Average Spread | 3.98% |
| Last Best Bid Price | 0.40 CHF |
| Last Best Ask Price | 0.41 CHF |
| Last Best Bid Volume | 130,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 113,319 |
| Average Sell Volume | 23,029 |
| Average Buy Value | 51,373 CHF |
| Average Sell Value | 10,527 CHF |
| Spreads Availability Ratio | 87.69% |
| Quote Availability | 87.69% |
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