Last price paid | 0.39 | |
Change | +5.41% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +261.11% |
Year to date (YTD) | 0.00% |
1 month | +95.00% |
3 months | -17.02% |
1 year | +550.00% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 17.51 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 15.65 |
Implied volatility | 0.21 |
ISIN | CH1250715559 |
Symbol | UBSUDZ |
Security | 125071555 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 16.03.2023 |
Premium | 0.20% |
Premium p.a. | 4.85% |
Leverage | 16.97 |
Implied volatility | 20.63% |
Moneyness | in-the-money |
Leverage | 15.6542 |
Delta | 0.9227 |
Gamma | 0.0248 |
Theta | -0.0013 |
Rho | 0.0020 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 27.63 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 244.60 |
SWISSCOM N | 494.20 |
Alcon AG | 82.22 |
LOGITECH INT. | 91.00 |
KUEHNE & NAGEL | 259.80 |
Name | Price |
---|---|
Sika AG | 262.50 |
UBS | 27.38 |
Compagnie Financi... | 146.45 |
ABB Ltd | 50.84 |
Partners Group Ho... | 1'174.50 |