Call Warrant

Symbol: LVACOU
Underlyings: VAT Group
ISIN: CH1280379624
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 0.220
Diff. absolute / % 0.02 +10.00%

Determined prices

Last Price 1.000 Volume 650
Time 10:33:40 Date 26/09/2024

More Product Information

Core Data

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

Underlyings

Name VAT Group
ISIN CH0311864901
Price 343.7000 CHF
Date 22/11/24 17:30
Ratio 100.00

Key data

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%

market maker quality Date: 20/11/2024

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%

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