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ZKB Put Warrant auf
UBISOFT Entertainment

ISIN: CH1281051115 Security: 128105111 Symbol: UBIJ3Z Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:01:45

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 29.05.24 10:01 29.05.24 10:01

Current data

Last price paid 0.22
Change -8.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -17.31%
Year to date (YTD) -15.38%
1 month -15.38%
3 months -4.35%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue24.24
Premium0.10%
Premium p.a.0.17%
Leverage2.50
Implied volatility0.50

Reference data

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

Key figures

Premium 9.93%
Premium p.a. 16.77%
Leverage 5.02
Implied volatility 50.18%
Moneyness in-the-money
Leverage 2.5003
Delta -0.4980
Gamma 0.0024
Theta -0.0003
Rho -0.0045
Vega 0.0033
Fair value 0.11
Intrinsic value n.a.
Break-even 19.65
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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