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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1268391955 Security: 126839195 Symbol: UBSM3Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 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 0.02 0.03
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -92.19%
Year to date (YTD) -81.25%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue23.58
Premium0.30%
Premium p.a.0.92%
Leverage10.76
Implied volatility0.38

Reference data

ISIN CH1268391955
Symbol UBSM3Z
Security 126839195
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 20.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 20.09.2023

Key figures

Premium 30.15%
Premium p.a. 92.48%
Leverage 284.90
Implied volatility 37.61%
Moneyness out-of-the-money
Leverage 10.7601
Delta -0.0378
Gamma 0.0034
Theta -0.0005
Rho -0.0010
Vega 0.0033
Fair value 0.03
Intrinsic value n.a.
Break-even 19.90
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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