Last price paid | 1.64 | |
Change | -2.96% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
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 | +437.21% |
Year to date (YTD) | +18.84% |
1 month | +11.56% |
3 months | +10.81% |
1 year | +300.00% |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18.05 |
Premium | 0.14% |
Premium p.a. | 0.24% |
Leverage | 1.91 |
Implied volatility | 0.99 |
ISIN | CH1235752511 |
Symbol | UBSGCZ |
Security | 123575251 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 20.00 |
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 | 13.61% |
Premium p.a. | 23.89% |
Leverage | 2.40 |
Implied volatility | 98.80% |
Moneyness | in-the-money |
Leverage | 1.9122 |
Delta | 0.7953 |
Gamma | 0.0027 |
Theta | -0.0029 |
Rho | 0.0120 |
Vega | 0.0119 |
Fair value | 0.76 |
Intrinsic value | n.a. |
Break-even | 31.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |