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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1268391930 Security: 126839193 Symbol: UBSLMZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 0.035 0.045
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -91.84%
Year to date (YTD) -82.00%
1 month -75.00%
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue23.58
Premium0.23%
Premium p.a.0.72%
Leverage11.53
Implied volatility0.32

Reference data

ISIN CH1268391930
Symbol UBSLMZ
Security 126839193
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 22.00
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 23.34%
Premium p.a. 71.59%
Leverage 178.06
Implied volatility 32.39%
Moneyness out-of-the-money
Leverage 11.5321
Delta -0.0648
Gamma 0.0060
Theta -0.0007
Rho -0.0016
Vega 0.0051
Fair value 0.04
Intrinsic value n.a.
Break-even 21.84
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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