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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1268387060 Security: 126838706 Symbol: UBSJDZ 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) 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -98.25%
Year to date (YTD) -93.48%
1 month -88.46%
3 months -92.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue23.11
Premium0.19%
Premium p.a.2.53%
Leverage21.19
Implied volatility0.42

Reference data

ISIN CH1268387060
Symbol UBSJDZ
Security 126838706
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 23.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 06.09.2023

Key figures

Premium 19.41%
Premium p.a. 253.03%
Leverage 712.25
Implied volatility 42.50%
Moneyness out-of-the-money
Leverage 21.1917
Delta -0.0298
Gamma 0.0050
Theta -0.0010
Rho -0.0002
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 22.96
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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