Fixing | 21.06.2024 |
Settlement date | 30.08.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +7.14% |
Year to date (YTD) | -60.00% |
1 month | 0.00% |
3 months | +123.53% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 76.30 |
Premium | 0.00% |
Premium p.a. | 0.22% |
Leverage | 11.19 |
Implied volatility | 0.49 |
ISIN | CH1268385353 |
Symbol | UBXS7Z |
Security | 126838535 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | u-blox Hldg N, CH0033361673 |
Underlying ISIN | CH0033361673 |
Strike | 88.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 23.08.2023 |
Premium | 0.42% |
Premium p.a. | 21.93% |
Leverage | 12.68 |
Implied volatility | 48.55% |
Moneyness | in-the-money |
Leverage | 11.1889 |
Delta | 0.8824 |
Gamma | 0.0015 |
Theta | -0.0046 |
Rho | 0.0007 |
Vega | 0.0013 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 95.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |