Call Warrant

Symbol: LCLNSU
Underlyings: Clariant AG
ISIN: CH1246590397
Issuer:
UBS
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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 0.070
Diff. absolute / % -0.01 -14.29%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call Warrant
ISIN CH1246590397
Valor 124659039
Symbol LCLNSU
Strike 15.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 21/03/2023
Date of maturity 25/09/2024
Last trading day 20/09/2024
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Dirty
Issuer UBS

Underlyings

Name Clariant AG
ISIN CH0012142631
Price 14.42 CHF
Date 17/05/24 17:30
Ratio 5.00

Key data

Implied volatility 0.20%
Leverage 14.71
Delta 0.36
Gamma 0.23
Vega 0.03
Distance to Strike 0.63
Distance to Strike in % 4.38%

market maker quality Date: 16/05/2024

Average Spread 18.52%
Last Best Bid Price 0.06 CHF
Last Best Ask Price 0.07 CHF
Last Best Bid Volume 500,000
Last Best Ask Volume 25,000
Average Buy Volume 500,000
Average Sell Volume 25,000
Average Buy Value 24,793 CHF
Average Sell Value 1,490 CHF
Spreads Availability Ratio 87.34%
Quote Availability 87.34%

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