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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1281046743 Security: 128104674 Symbol: UBSGRZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.23
Change -4.17% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -68.75%
Year to date (YTD) -60.34%
1 month -61.02%
3 months -61.02%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.72
Underlying price on issue24.83
Premium0.15%
Premium p.a.0.26%
Leverage7.14
Implied volatility0.28

Reference data

ISIN CH1281046743
Symbol UBSGRZ
Security 128104674
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 25.00
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 15.41%
Premium p.a. 25.56%
Leverage 31.66
Implied volatility 27.99%
Moneyness out-of-the-money
Leverage 7.1356
Delta -0.2254
Gamma 0.0121
Theta -0.0010
Rho -0.0110
Vega 0.0166
Fair value 0.23
Intrinsic value n.a.
Break-even 24.10
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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