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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1268384760 Security: 126838476 Symbol: UBS34Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.78%
Year to date (YTD) -90.00%
1 month n.a.
3 months -84.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue20.97
Premium0.30%
Premium p.a.3.89%
Leverage16.56
Implied volatility0.60

Reference data

ISIN CH1268384760
Symbol UBS34Z
Security 126838476
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 20.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 22.08.2023

Key figures

Premium 29.88%
Premium p.a. 389.47%
Leverage 1'295.00
Implied volatility 59.56%
Moneyness out-of-the-money
Leverage 16.5649
Delta -0.0128
Gamma 0.0018
Theta -0.0007
Rho -0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 19.98
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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