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ZKB Call Warrant auf UBS Group N
UBS Group AG

ISIN: CH1235752511 Security: 123575251 Symbol: UBSGCZ Life cycle
Secondary market

Bid Price 1.77

Ask Price 1.78

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 31.05.2024 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 1.77 1.78
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

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

Life cycle

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

Performance

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.

Key figures on issue

Issue price0.43
Underlying price on issue18.05
Premium0.01%
Premium p.a.0.02%
Leverage3.03
Implied volatility0.32

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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