SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.680 | ||||
Diff. absolute / % | -0.03 | -4.29% |
Last Price | 0.770 | Volume | 5,000 | |
Time | 15:40:20 | Date | 30/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1309048986 |
Valor | 130904898 |
Symbol | LLYFOU |
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 | 12/12/2023 |
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 |
Intrinsic value | 0.19 |
Time value | 0.49 |
Implied volatility | 0.29% |
Leverage | 7.05 |
Delta | 0.62 |
Gamma | 0.00 |
Vega | 1.71 |
Distance to Strike | -18.68 |
Distance to Strike in % | -2.43% |
Average Spread | 2.48% |
Last Best Bid Price | 0.69 CHF |
Last Best Ask Price | 0.70 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 71,441 |
Average Sell Volume | 23,033 |
Average Buy Value | 52,852 CHF |
Average Sell Value | 17,168 CHF |
Spreads Availability Ratio | 87.72% |
Quote Availability | 87.72% |