Last price paid | 1.77 | |
Change | +3.51% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +312.79% |
Year to date (YTD) | +28.26% |
1 month | +71.84% |
3 months | +55.26% |
1 year | +420.59% |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 18.05 |
Premium | 0.01% |
Premium p.a. | 0.02% |
Leverage | 3.03 |
Implied volatility | 0.32 |
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 | 1.35% |
Premium p.a. | 2.24% |
Leverage | 3.21 |
Implied volatility | 32.25% |
Moneyness | in-the-money |
Leverage | 3.0256 |
Delta | 0.9425 |
Gamma | 0.0032 |
Theta | -0.0005 |
Rho | 0.0217 |
Vega | 0.0051 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 28.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |