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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1281046719 Security: 128104671 Symbol: UBSGHZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 40'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.08 0.085
Volume 675'000.00 40'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -12.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 150'000.00 Unit
Date/time 29.05.2024 17:15

Life cycle

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

Performance

Perf. since issue -17.50%
Year to date (YTD) -50.00%
1 month +180.00%
3 months +40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue24.83
Premium0.13%
Premium p.a.0.41%
Leverage16.30
Implied volatility0.21

Reference data

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

Key figures

Premium 13.48%
Premium p.a. 41.34%
Leverage 86.33
Implied volatility 20.68%
Moneyness out-of-the-money
Leverage 16.2986
Delta 0.1888
Gamma 0.0201
Theta -0.0010
Rho 0.0041
Vega 0.0110
Fair value 0.08
Intrinsic value n.a.
Break-even 32.33
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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