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 |
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 | +213.89% |
Year to date (YTD) | -13.85% |
1 month | -36.36% |
3 months | -30.00% |
1 year | +460.00% |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 18.05 |
Premium | 0.05% |
Premium p.a. | 0.10% |
Leverage | 6.34 |
Implied volatility | 0.25 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'154.00 |
SWISSCOM N | 505.50 |
NOVARTIS N | 96.17 |
Lonza Group | 490.40 |
SONOVA HLDG N | 277.60 |
Name | Price |
---|---|
Givaudan | 4'260.00 |
Compagnie Financi... | 140.25 |
GEBERIT N | 530.80 |
Sika AG | 257.20 |
Nestlé SA | 91.72 |