Last price paid | 0.50 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 226'730.00 Unit | |
Date/time | 15.08.2024 17:15 |
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 | +180.56% |
Year to date (YTD) | -23.08% |
1 month | -37.50% |
3 months | -35.90% |
1 year | +150.00% |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 18.05 |
Premium | 0.04% |
Premium p.a. | 0.10% |
Leverage | 7.25 |
Implied volatility | 0.24 |
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 | 3.79% |
Premium p.a. | 9.67% |
Leverage | 10.50 |
Implied volatility | 24.43% |
Moneyness | in-the-money |
Leverage | 7.2451 |
Delta | 0.6898 |
Gamma | 0.0174 |
Theta | -0.0011 |
Rho | 0.0124 |
Vega | 0.0117 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 27.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 26.53 |
Sika AG | 259.30 |
NOVARTIS N | 99.65 |
Givaudan | 4'202.00 |
LOGITECH INT. | 78.20 |
Name | Price |
---|---|
GEBERIT N | 516.40 |
ROCHE GS | 281.50 |
KUEHNE & NAGEL | 257.90 |
Alcon AG | 82.30 |
SWISSCOM N | 529.50 |