Last price paid | 0.015 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 10'000.00 Unit | |
Date/time | 31.05.2024 17:15 |
Fixing | 21.06.2024 |
Settlement date | 14.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -68.75% |
Year to date (YTD) | -89.29% |
1 month | +50.00% |
3 months | -50.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 24.38 |
Premium | 0.06% |
Premium p.a. | 0.74% |
Leverage | 42.47 |
Implied volatility | 0.17 |
ISIN | CH1281048004 |
Symbol | UBS2ZZ |
Security | 128104800 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 07.12.2023 |
Premium | 5.65% |
Premium p.a. | 73.67% |
Leverage | 284.90 |
Implied volatility | 17.03% |
Moneyness | out-of-the-money |
Leverage | 42.4671 |
Delta | 0.1491 |
Gamma | 0.0429 |
Theta | -0.0014 |
Rho | 0.0008 |
Vega | 0.0045 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 30.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |