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 |
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 | +8.33% |
Year to date (YTD) | -9.09% |
1 month | +300.00% |
3 months | +135.29% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 23.58 |
Premium | 0.09% |
Premium p.a. | 0.26% |
Leverage | 12.90 |
Implied volatility | 0.21 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |