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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1268392011 Security: 126839201 Symbol: UBS7VZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.20
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume 165'000.00 Unit
Date/time 27.05.2024 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 +8.33%
Year to date (YTD) -9.09%
1 month +300.00%
3 months +135.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue23.58
Premium0.09%
Premium p.a.0.26%
Leverage12.90
Implied volatility0.21

Reference data

ISIN CH1268392011
Symbol UBS7VZ
Security 126839201
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 30.00
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 8.72%
Premium p.a. 26.10%
Leverage 36.29
Implied volatility 21.17%
Moneyness out-of-the-money
Leverage 12.8959
Delta 0.3553
Gamma 0.0269
Theta -0.0014
Rho 0.0078
Vega 0.0152
Fair value 0.20
Intrinsic value n.a.
Break-even 30.78
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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