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 |
Fixing | 20.06.2025 |
Settlement date | 28.12.2023 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.51 |
Underlying price on issue | 25.95 |
Premium | 0.10% |
Premium p.a. | 0.10% |
Leverage | 4.79 |
Implied volatility | 0.27 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |