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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1268388035 Security: 126838803 Symbol: UBSFHZ Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.09.2023
Key Information Document DE 13.09.2023
Key Information Document EN 13.09.2023
Key Information Document FR 13.09.2023
Key Information Document IT 13.09.2023

Price data

  Bid Ask
Price 0.41 0.42
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.36
Change +5.88% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 30'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date20.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +97.62%
Year to date (YTD) -2.70%
1 month +620.00%
3 months +176.92%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue23.07
Premium0.01%
Premium p.a.0.08%
Leverage14.39
Implied volatility0.21

Reference data

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

Key figures

Premium 0.60%
Premium p.a. 7.78%
Leverage 17.16
Implied volatility 20.51%
Moneyness in-the-money
Leverage 14.3900
Delta 0.8385
Gamma 0.0376
Theta -0.0020
Rho 0.0043
Vega 0.0048
Fair value 0.04
Intrinsic value n.a.
Break-even 28.66
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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