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ZKB Call Warrant auf UBS Group N
UBS Group AG

ISIN: CH1235752529 Security: 123575252 Symbol: UBSVPZ Life cycle
Secondary market

Bid Price 0.77

Ask Price 0.78

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 12.06.2024 01:42:11

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2023
Key Information Document DE 06.01.2023
Key Information Document EN 06.01.2023
Key Information Document FR 06.01.2023
Key Information Document IT 06.01.2023

Price data

  Bid Ask
Price 0.77 0.78
Volume 75'000.00 75'000.00
Date/time 12.06.24 13:42 12.06.24 13:42

Current data

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

Life cycle

Fixing20.12.2024
Settlement date13.01.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.18
Underlying price on issue18.05
Premium0.04%
Premium p.a.0.07%
Leverage5.38
Implied volatility0.26

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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