Last price paid | 0.39 | |
Change | -2.50% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 20.09.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +83.33% |
Year to date (YTD) | +5.41% |
1 month | +500.00% |
3 months | +200.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 23.07 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 14.67 |
Implied volatility | 0.21 |
ISIN | CH1268388035 |
Symbol | UBSFHZ |
Security | 126838803 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 27.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 13.09.2023 |
Premium | 0.81% |
Premium p.a. | 9.57% |
Leverage | 18.38 |
Implied volatility | 20.64% |
Moneyness | in-the-money |
Leverage | 14.6662 |
Delta | 0.7978 |
Gamma | 0.0412 |
Theta | -0.0021 |
Rho | 0.0045 |
Vega | 0.0058 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 28.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |