Last price paid | 0.13 | |
Change | -13.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +50.00% |
Year to date (YTD) | -51.85% |
1 month | +73.33% |
3 months | +73.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 20.97 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 21.95 |
Implied volatility | 0.19 |
ISIN | CH1268384778 |
Symbol | UBSP4Z |
Security | 126838477 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 22.08.2023 |
Premium | 3.48% |
Premium p.a. | 30.25% |
Leverage | 51.07 |
Implied volatility | 18.93% |
Moneyness | out-of-the-money |
Leverage | 21.9486 |
Delta | 0.4297 |
Gamma | 0.0553 |
Theta | -0.0022 |
Rho | 0.0033 |
Vega | 0.0092 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 28.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
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SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
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