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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1268386203 Security: 126838620 Symbol: UBIU4Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 09:11:55

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 09:11 03.06.24 09:11

Current data

Last price paid 0.015
Change -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.44%
Year to date (YTD) -75.00%
1 month -57.14%
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue28.73
Premium0.51%
Premium p.a.7.40%
Leverage9.19
Implied volatility1.01

Reference data

ISIN CH1268386203
Symbol UBIU4Z
Security 126838620
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBISOFT Entertain., FR0000054470
Underlying ISIN FR0000054470
Strike 34.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 29.08.2023

Key figures

Premium 50.68%
Premium p.a. 739.93%
Leverage 111.11
Implied volatility 100.95%
Moneyness out-of-the-money
Leverage 9.1937
Delta 0.0828
Gamma 0.0013
Theta -0.0009
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 34.20
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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