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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1250715757 Security: 125071575 Symbol: UBSLTZ Life cycle
Secondary market

Bid Price 1.41

Ask Price 1.42

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 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 1.41 1.42
Volume 50'000.00 50'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.41
Change +4.44% [ +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 date23.03.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +371.67%
Year to date (YTD) +31.78%
1 month +93.15%
3 months +69.88%
1 year +513.04%
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue17.51
Premium0.02%
Premium p.a.0.03%
Leverage3.60
Implied volatility0.30

Reference data

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

Key figures

Premium 2.05%
Premium p.a. 3.41%
Leverage 4.03
Implied volatility 30.41%
Moneyness in-the-money
Leverage 3.6038
Delta 0.8949
Gamma 0.0054
Theta -0.0007
Rho 0.0222
Vega 0.0080
Fair value 0.12
Intrinsic value n.a.
Break-even 29.07
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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