Last price paid | 1.31 | |
Change | -1.50% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 23.03.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +335.00% |
Year to date (YTD) | +22.43% |
1 month | +16.96% |
3 months | +6.50% |
1 year | +385.19% |
3 years | n.a. |
Issue price | 0.30 |
Underlying price on issue | 17.51 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 3.76 |
Implied volatility | 0.31 |
ISIN | CH1250715757 |
Symbol | UBSLTZ |
Security | 125071575 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 22.00 |
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 | 2.24% |
Premium p.a. | 3.93% |
Leverage | 4.28 |
Implied volatility | 30.90% |
Moneyness | in-the-money |
Leverage | 3.7612 |
Delta | 0.8796 |
Gamma | 0.0062 |
Theta | -0.0008 |
Rho | 0.0205 |
Vega | 0.0084 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 28.53 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |