Last price paid | 1.91 | |
Change | +3.80% [ +0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +391.03% |
Year to date (YTD) | +29.05% |
1 month | +73.64% |
3 months | +49.22% |
1 year | +516.13% |
3 years | n.a. |
Issue price | 0.39 |
Underlying price on issue | 18.01 |
Premium | 0.00% |
Premium p.a. | 0.04% |
Leverage | 2.90 |
Implied volatility | 0.79 |
ISIN | CH1250736233 |
Symbol | UBS7HZ |
Security | 125073623 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 19.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 19.05.2023 |
Premium | 0.30% |
Premium p.a. | 3.89% |
Leverage | 2.98 |
Implied volatility | 79.29% |
Moneyness | in-the-money |
Leverage | 2.9009 |
Delta | 0.9749 |
Gamma | 0.0019 |
Theta | -0.0014 |
Rho | 0.0028 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 28.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |