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Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.35
Underlying price on issue76.30
Premium0.00%
Premium p.a.0.22%
Leverage11.19
Implied volatility0.49

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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