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 |
Fixing | 20.09.2024 |
Settlement date | 12.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.50 |
Underlying price on issue | 24.37 |
Premium | 0.02% |
Premium p.a. | 0.07% |
Leverage | 6.46 |
Implied volatility | 0.27 |
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 |
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. |
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 |