Last price paid | 0.05 | |
Change | -16.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 11.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -45.00% |
Year to date (YTD) | -64.29% |
1 month | +25.00% |
3 months | -58.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 24.83 |
Premium | 0.15% |
Premium p.a. | 0.52% |
Leverage | 17.84 |
Implied volatility | 0.21 |
ISIN | CH1281046719 |
Symbol | UBSGHZ |
Security | 128104671 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 32.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 04.12.2023 |
Premium | 15.36% |
Premium p.a. | 52.40% |
Leverage | 126.95 |
Implied volatility | 21.39% |
Moneyness | out-of-the-money |
Leverage | 17.8400 |
Delta | 0.1405 |
Gamma | 0.0172 |
Theta | -0.0009 |
Rho | 0.0027 |
Vega | 0.0084 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 32.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |