Last price paid | 0.76 | |
Change | -6.17% [ -0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | +496.15% |
Year to date (YTD) | +20.63% |
1 month | +26.67% |
3 months | +13.43% |
1 year | +660.00% |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 17.51 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 7.01 |
Implied volatility | 0.37 |
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 | 0.13% |
Premium p.a. | 2.87% |
Leverage | 7.18 |
Implied volatility | 36.72% |
Moneyness | in-the-money |
Leverage | 7.0097 |
Delta | 0.9757 |
Gamma | 0.0053 |
Theta | -0.0009 |
Rho | 0.0020 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 27.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.70 |
LOGITECH INT. | 90.34 |
Swiss Re | 112.45 |
Partners Group Ho... | 1'173.00 |
ZURICH INSURANCE | 473.80 |
Name | Price |
---|---|
Lonza Group | 476.50 |
SWISSCOM N | 497.60 |
SONOVA HLDG N | 287.60 |
GEBERIT N | 547.40 |
Compagnie Financi... | 147.10 |