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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1281051081 Security: 128105108 Symbol: UBIVHZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 03.06.2024 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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 03.06.24 17:15 03.06.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.06.2024 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 -64.71%
Year to date (YTD) -60.71%
1 month n.a.
3 months -15.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue24.24
Premium0.45%
Premium p.a.0.77%
Leverage5.07
Implied volatility0.51

Reference data

ISIN CH1281051081
Symbol UBIVHZ
Security 128105108
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying UBISOFT Entertain., FR0000054470
Underlying ISIN FR0000054470
Strike 32.00
C/P type call
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 44.67%
Premium p.a. 77.27%
Leverage 18.67
Implied volatility 50.83%
Moneyness out-of-the-money
Leverage 5.0733
Delta 0.2718
Gamma 0.0019
Theta -0.0004
Rho 0.0014
Vega 0.0028
Fair value 0.06
Intrinsic value n.a.
Break-even 33.23
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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