Last price paid | 0.79 | |
Change | +3.95% [ +0.03 ] | |
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 | +511.54% |
Year to date (YTD) | +25.40% |
1 month | +31.67% |
3 months | +1.28% |
1 year | +690.00% |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 17.51 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 6.65 |
Implied volatility | 0.46 |
ISIN | CH1250715971 |
Symbol | UBSUAZ |
Security | 125071597 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 24.00 |
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 | 0.27% |
Premium p.a. | 6.13% |
Leverage | 7.02 |
Implied volatility | 45.64% |
Moneyness | in-the-money |
Leverage | 6.6548 |
Delta | 0.9481 |
Gamma | 0.0079 |
Theta | -0.0019 |
Rho | 0.0020 |
Vega | 0.0012 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 27.98 |
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 |