Last price paid | 1.02 | |
Change | -8.93% [ -0.10 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +642.31% |
Year to date (YTD) | +29.11% |
1 month | +27.50% |
3 months | +13.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 18.27 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 5.34 |
Implied volatility | 0.61 |
ISIN | CH1268373748 |
Symbol | UBSLEZ |
Security | 126837374 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 23.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 5 |
Value day | 20.06.2023 |
Premium | 0.49% |
Premium p.a. | 10.47% |
Leverage | 5.74 |
Implied volatility | 61.23% |
Moneyness | in-the-money |
Leverage | 5.3357 |
Delta | 0.9297 |
Gamma | 0.0073 |
Theta | -0.0030 |
Rho | 0.0019 |
Vega | 0.0016 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 27.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.30 |
Partners Group Ho... | 1'167.00 |
SONOVA HLDG N | 287.50 |
NOVARTIS N | 94.04 |
Givaudan | 4'348.00 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.10 |
ZURICH INSURANCE | 471.00 |
LOGITECH INT. | 89.82 |
UBS | 27.74 |
Lonza Group | 496.10 |