SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.740 | ||||
Diff. absolute / % | -0.07 | -3.87% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1170495795 |
Valor | 117049579 |
Symbol | LCFRGU |
Strike | 98.1362 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.63 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2022 |
Date of maturity | 24/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Intrinsic value | 1.36 |
Time value | 0.28 |
Implied volatility | 0.37% |
Leverage | 3.63 |
Delta | 0.94 |
Gamma | 0.01 |
Vega | 0.14 |
Distance to Strike | -26.66 |
Distance to Strike in % | -21.37% |
Average Spread | 1.13% |
Last Best Bid Price | 1.72 CHF |
Last Best Ask Price | 1.74 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 128,893 CHF |
Average Sell Value | 130,354 CHF |
Spreads Availability Ratio | 94.31% |
Quote Availability | 94.31% |