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ZKB Call Warrant auf
Unilever NV

ISIN: CH1268369761 Security: 126836976 Symbol: UNA5XZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 18.06.2024 04:20:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 18.06.24 16:20 18.06.24 16:20

Current data

Last price paid 0.49
Change -5.77% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +13.10%
Year to date (YTD) +512.50%
1 month +104.17%
3 months +716.67%
1 year +2.08%
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue46.60
Premium0.00%
Premium p.a.0.06%
Leverage19.85
Implied volatility0.18

Reference data

ISIN CH1268369761
Symbol UNA5XZ
Security 126836976
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 50.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 12.06.2023

Key figures

Premium 0.16%
Premium p.a. 5.67%
Leverage 20.96
Implied volatility 17.82%
Moneyness in-the-money
Leverage 19.8518
Delta 0.9473
Gamma 0.0142
Theta -0.0023
Rho 0.0025
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 52.50
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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