SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.690 | ||||
Diff. absolute / % | -0.05 | -7.25% |
Last Price | 0.770 | Volume | 620 | |
Time | 15:45:33 | Date | 30/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1310029090 |
Valor | 131002909 |
Symbol | LLYFXU |
Strike | 800.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/12/2023 |
Date of maturity | 27/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.31% |
Leverage | 6.40 |
Delta | 0.54 |
Gamma | 0.00 |
Vega | 2.35 |
Distance to Strike | 31.32 |
Distance to Strike in % | 4.07% |
Average Spread | 2.52% |
Last Best Bid Price | 0.68 CHF |
Last Best Ask Price | 0.69 CHF |
Last Best Bid Volume | 80,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 72,123 |
Average Sell Volume | 23,030 |
Average Buy Value | 52,342 CHF |
Average Sell Value | 16,867 CHF |
Spreads Availability Ratio | 87.69% |
Quote Availability | 87.69% |