Inhaltsseite: Home

ZKB Call Warrant auf
UBS Group AG

ISIN: CH1281047790 Security: 128104779 Symbol: UBSLGZ Life cycle
Secondary market

Bid Price 0.87

Ask Price 0.88

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.12.2023
Key Information Document DE 05.12.2023
Key Information Document EN 05.12.2023
Key Information Document FR 05.12.2023
Key Information Document IT 05.12.2023

Price data

  Bid Ask
Price 0.87 0.88
Volume 75'000.00 75'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.84
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 5'000.00 Unit
Date/time 12.06.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date12.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +75.00%
Year to date (YTD) +12.00%
1 month +29.23%
3 months -4.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue24.37
Premium0.02%
Premium p.a.0.07%
Leverage6.46
Implied volatility0.27

Reference data

ISIN CH1281047790
Symbol UBSLGZ
Security 128104779
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 25.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 05.12.2023

Key figures

Premium 2.00%
Premium p.a. 6.84%
Leverage 7.98
Implied volatility 26.55%
Moneyness in-the-money
Leverage 6.4587
Delta 0.8091
Gamma 0.0169
Theta -0.0015
Rho 0.0140
Vega 0.0103
Fair value 0.14
Intrinsic value n.a.
Break-even 28.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading