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Call Warrant
Symbol:
LLYFIU
ISIN:
CH1307453329
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 | 1.340 | ||||
| Diff. absolute / % | -0.04 | -2.94% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call Warrant |
| ISIN | CH1307453329 |
| Valor | 130745332 |
| Symbol | LLYFIU |
| Strike | 650.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/12/2023 |
| 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 |
Key data
| Intrinsic value | 1.19 |
| Time value | 0.15 |
| Implied volatility | 0.24% |
| Leverage | 4.85 |
| Delta | 0.85 |
| Gamma | 0.00 |
| Vega | 1.07 |
| Distance to Strike | -118.68 |
| Distance to Strike in % | -15.44% |
market maker quality Date: 16/05/2024
| Average Spread | 1.31% |
| Last Best Bid Price | 1.35 CHF |
| Last Best Ask Price | 1.36 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 42,437 |
| Average Sell Volume | 23,030 |
| Average Buy Value | 59,998 CHF |
| Average Sell Value | 32,635 CHF |
| Spreads Availability Ratio | 87.69% |
| Quote Availability | 87.69% |
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