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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1268387037 Security: 126838703 Symbol: UBS8ZZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'300'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.09.2023
Key Information Document DE 06.09.2023
Key Information Document EN 06.09.2023
Key Information Document FR 06.09.2023
Key Information Document IT 06.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'300'000.00 250'000.00
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 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.14%
Year to date (YTD) -88.24%
1 month -80.00%
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue23.11
Premium0.09%
Premium p.a.1.16%
Leverage50.87
Implied volatility0.18

Reference data

ISIN CH1268387037
Symbol UBS8ZZ
Security 126838703
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 31.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 06.09.2023

Key figures

Premium 8.91%
Premium p.a. 116.10%
Leverage 1'036.00
Implied volatility 17.81%
Moneyness out-of-the-money
Leverage 50.8716
Delta 0.0491
Gamma 0.0143
Theta -0.0005
Rho 0.0002
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 31.03
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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