SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.180 | ||||
Diff. absolute / % | -0.03 | -16.67% |
Last Price | 0.250 | Volume | 50,000 | |
Time | 14:11:41 | Date | 05/07/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call Warrant |
ISIN | CH1246590389 |
Valor | 124659038 |
Symbol | LCLNRU |
Strike | 14.00 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 |
Intrinsic value | 0.08 |
Time value | 0.08 |
Implied volatility | 0.27% |
Leverage | 11.46 |
Delta | 0.64 |
Gamma | 0.33 |
Vega | 0.02 |
Distance to Strike | -0.39 |
Distance to Strike in % | -2.71% |
Average Spread | 5.40% |
Last Best Bid Price | 0.17 CHF |
Last Best Ask Price | 0.18 CHF |
Last Best Bid Volume | 241,472 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 232,149 |
Average Sell Volume | 25,000 |
Average Buy Value | 41,947 CHF |
Average Sell Value | 4,776 CHF |
Spreads Availability Ratio | 97.09% |
Quote Availability | 97.09% |