Last price paid | 0.19 | |
Change | -9.52% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | -26.92% |
1 month | -24.00% |
3 months | -24.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.26 |
Underlying price on issue | 24.24 |
Premium | 0.12% |
Premium p.a. | 0.20% |
Leverage | 2.60 |
Implied volatility | 0.51 |
ISIN | CH1281051115 |
Symbol | UBIJ3Z |
Security | 128105111 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 24.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 08.12.2023 |
Premium | 11.82% |
Premium p.a. | 20.45% |
Leverage | 5.70 |
Implied volatility | 51.49% |
Moneyness | in-the-money |
Leverage | 2.6000 |
Delta | -0.4563 |
Gamma | 0.0023 |
Theta | -0.0003 |
Rho | -0.0041 |
Vega | 0.0034 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 20.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |