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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 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 28.06.2024 05:15:00

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 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.56
Change +3.70% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 2'000.00 Unit
Date/time 27.06.2024 17:15

Life cycle

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

Performance

Perf. since issue +213.89%
Year to date (YTD) -13.85%
1 month -36.36%
3 months -30.00%
1 year +460.00%
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue18.05
Premium0.05%
Premium p.a.0.10%
Leverage6.34
Implied volatility0.25

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 5.00%
Premium p.a. 9.51%
Leverage 9.38
Implied volatility 24.97%
Moneyness in-the-money
Leverage 6.3428
Delta 0.6762
Gamma 0.0150
Theta -0.0010
Rho 0.0159
Vega 0.0138
Fair value 0.27
Intrinsic value n.a.
Break-even 27.83
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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