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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305127834 Security: 130512783 Symbol: UBS5YZ Life cycle
Secondary market

Bid Price 0.68

Ask Price 0.69

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.68 0.69
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.68
Change +4.62% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date28.12.2023
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +34.31%
Year to date (YTD) +30.77%
1 month +126.67%
3 months +88.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue25.95
Premium0.10%
Premium p.a.0.10%
Leverage4.79
Implied volatility0.27

Reference data

ISIN CH1305127834
Symbol UBS5YZ
Security 130512783
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 28.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.12.2023

Key figures

Premium 10.30%
Premium p.a. 9.56%
Leverage 8.32
Implied volatility 27.49%
Moneyness in-the-money
Leverage 4.7917
Delta 0.5760
Gamma 0.0096
Theta -0.0008
Rho 0.0258
Vega 0.0229
Fair value 0.59
Intrinsic value n.a.
Break-even 31.43
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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