Last price paid | 0.42 | |
Change | +10.53% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 40'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 20.09.2024 |
Settlement date | 27.09.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +58.93% |
Year to date (YTD) | +10.53% |
1 month | +281.82% |
3 months | +133.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 23.58 |
Premium | 0.05% |
Premium p.a. | 0.14% |
Leverage | 9.50 |
Implied volatility | 0.23 |
ISIN | CH1268391914 |
Symbol | UBSRBZ |
Security | 126839191 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 20.09.2023 |
Premium | 4.53% |
Premium p.a. | 13.89% |
Leverage | 16.01 |
Implied volatility | 22.53% |
Moneyness | in-the-money |
Leverage | 9.5013 |
Delta | 0.5936 |
Gamma | 0.0264 |
Theta | -0.0017 |
Rho | 0.0123 |
Vega | 0.0158 |
Fair value | 0.32 |
Intrinsic value | n.a. |
Break-even | 29.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |