Last price paid | 0.78 | |
Change | +1.30% [ +0.01 ] | |
Last traded volume | 1'000.00 Unit | |
Cumulative volume | 90'000.00 Unit | |
Date/time | 12.06.2024 12:45 |
Fixing | 20.12.2024 |
Settlement date | 13.01.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +330.56% |
Year to date (YTD) | +18.46% |
1 month | +18.46% |
3 months | +6.94% |
1 year | +413.33% |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 18.05 |
Premium | 0.04% |
Premium p.a. | 0.07% |
Leverage | 5.38 |
Implied volatility | 0.26 |
ISIN | CH1235752529 |
Symbol | UBSVPZ |
Security | 123575252 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 06.01.2023 |
Premium | 4.02% |
Premium p.a. | 7.05% |
Leverage | 7.16 |
Implied volatility | 25.93% |
Moneyness | in-the-money |
Leverage | 5.3819 |
Delta | 0.7513 |
Gamma | 0.0117 |
Theta | -0.0010 |
Rho | 0.0194 |
Vega | 0.0133 |
Fair value | 0.22 |
Intrinsic value | n.a. |
Break-even | 28.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.76 |
LOGITECH INT. | 90.40 |
Swiss Re | 112.55 |
Nestlé SA | 95.40 |
ZURICH INSURANCE | 474.20 |
Name | Price |
---|---|
Lonza Group | 479.20 |
SONOVA HLDG N | 287.20 |
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 146.75 |
SWISSCOM N | 498.00 |