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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1250715567 Security: 125071556 Symbol: UBSORZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.90%
Year to date (YTD) -83.33%
1 month n.a.
3 months -75.00%
1 year -98.15%
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue17.51
Premium0.37%
Premium p.a.4.81%
Leverage12.59
Implied volatility0.77

Reference data

ISIN CH1250715567
Symbol UBSORZ
Security 125071556
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 18.00
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

Key figures

Premium 36.92%
Premium p.a. 481.23%
Leverage 1'036.00
Implied volatility 77.44%
Moneyness out-of-the-money
Leverage 12.5865
Delta -0.0121
Gamma 0.0010
Theta -0.0007
Rho -0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 17.97
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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