SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.220 | ||||
Diff. absolute / % | 0.02 | +10.00% |
Last Price | 1.000 | Volume | 650 | |
Time | 10:33:40 | Date | 26/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1280379624 |
Valor | 128037962 |
Symbol | LVACOU |
Strike | 350.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 26/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | UBS |
Implied volatility | 0.37% |
Leverage | 6.55 |
Delta | 0.47 |
Gamma | 0.01 |
Vega | 0.78 |
Distance to Strike | 5.10 |
Distance to Strike in % | 1.48% |
Average Spread | 4.46% |
Last Best Bid Price | 0.19 CHF |
Last Best Ask Price | 0.20 CHF |
Last Best Bid Volume | 270,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 230,135 |
Average Sell Volume | 75,000 |
Average Buy Value | 50,505 CHF |
Average Sell Value | 17,274 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |