Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.05.2024 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 | -98.33% |
Year to date (YTD) | -77.78% |
1 month | n.a. |
3 months | n.a. |
1 year | -97.22% |
3 years | n.a. |
Issue price | 0.33 |
Underlying price on issue | 17.51 |
Premium | 0.44% |
Premium p.a. | 5.73% |
Leverage | 10.32 |
Implied volatility | 0.95 |
ISIN | CH1250716292 |
Symbol | UBSWLZ |
Security | 125071629 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 16.00 |
C/P type | put |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 16.03.2023 |
Premium | 43.94% |
Premium p.a. | 572.74% |
Leverage | 1'036.00 |
Implied volatility | 95.01% |
Moneyness | out-of-the-money |
Leverage | 10.3216 |
Delta | -0.0100 |
Gamma | 0.0007 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 15.97 |
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 |