Inhaltsseite: Home

ZKB Call Warrant auf
UBS Group AG

ISIN: CH1268391914 Security: 126839191 Symbol: UBSRBZ Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

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 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.42
Change +10.53% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume 40'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.28
Underlying price on issue23.58
Premium0.05%
Premium p.a.0.14%
Leverage9.50
Implied volatility0.23

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading