Last price paid | 1.71 | |
Change | +4.27% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.08.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +802.63% |
Year to date (YTD) | +31.54% |
1 month | +87.91% |
3 months | +59.81% |
1 year | +612.50% |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 15.08 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 3.22 |
Implied volatility | 0.82 |
ISIN | CH1206962925 |
Symbol | UBSAUZ |
Security | 120696292 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 21.06.2024 |
Underlying | UBS Group AG |
Underlying ISIN | CH0244767585 |
Strike | 20.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 26.07.2022 |
Premium | 0.30% |
Premium p.a. | 5.19% |
Leverage | 3.32 |
Implied volatility | 82.48% |
Moneyness | in-the-money |
Leverage | 3.2250 |
Delta | 0.9707 |
Gamma | 0.0024 |
Theta | -0.0019 |
Rho | 0.0022 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 28.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |