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 |
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 | -64.71% |
Year to date (YTD) | -60.71% |
1 month | n.a. |
3 months | -15.38% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 24.24 |
Premium | 0.45% |
Premium p.a. | 0.77% |
Leverage | 5.07 |
Implied volatility | 0.51 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 96.46 |
ABB Ltd | 49.79 |
ROCHE GS | 232.10 |
SWISSCOM N | 500.00 |
GEBERIT N | 552.20 |
Name | Price |
---|---|
LOGITECH INT. | 87.38 |
Swiss Re | 113.55 |
Sika AG | 270.90 |
SONOVA HLDG N | 283.00 |
Givaudan | 4'214.00 |