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ZKB Call Warrant auf
Unilever NV

ISIN: CH1281051149 Security: 128105114 Symbol: UNAPMZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.47
Change +4.44% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +137.50%
Year to date (YTD) +261.54%
1 month +88.00%
3 months +235.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue44.44
Premium0.01%
Premium p.a.0.07%
Leverage17.92
Implied volatility0.15

Reference data

ISIN CH1281051149
Symbol UNAPMZ
Security 128105114
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 48.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 08.12.2023

Key figures

Premium 0.57%
Premium p.a. 7.38%
Leverage 20.69
Implied volatility 15.30%
Moneyness in-the-money
Leverage 17.9200
Delta 0.8663
Gamma 0.0205
Theta -0.0024
Rho 0.0062
Vega 0.0058
Fair value 0.06
Intrinsic value n.a.
Break-even 50.42
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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