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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1281046727 Security: 128104672 Symbol: UBSQ3Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.12.2023
Key Information Document DE 04.12.2023
Key Information Document EN 04.12.2023
Key Information Document FR 04.12.2023
Key Information Document IT 04.12.2023

Price data

  Bid Ask
Price 0.075 0.085
Volume 725'000.00 375'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.08
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -84.31%
Year to date (YTD) -80.00%
1 month -46.67%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue24.83
Premium0.15%
Premium p.a.0.52%
Leverage12.04
Implied volatility0.28

Reference data

ISIN CH1281046727
Symbol UBSQ3Z
Security 128104672
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 24.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 04.12.2023

Key figures

Premium 15.13%
Premium p.a. 51.60%
Leverage 87.19
Implied volatility 28.23%
Moneyness out-of-the-money
Leverage 12.0417
Delta -0.1381
Gamma 0.0129
Theta -0.0011
Rho -0.0031
Vega 0.0083
Fair value 0.08
Intrinsic value n.a.
Break-even 23.68
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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