Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -96.25% |
Year to date (YTD) | -94.74% |
1 month | -93.75% |
3 months | -94.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 25.95 |
Premium | 0.12% |
Premium p.a. | 1.62% |
Leverage | 26.86 |
Implied volatility | 0.31 |
ISIN | CH1305127826 |
Symbol | UBS6RZ |
Security | 130512782 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 25.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 19.12.2023 |
Premium | 12.46% |
Premium p.a. | 162.43% |
Leverage | 474.83 |
Implied volatility | 30.79% |
Moneyness | out-of-the-money |
Leverage | 26.8570 |
Delta | -0.0566 |
Gamma | 0.0117 |
Theta | -0.0012 |
Rho | -0.0003 |
Vega | 0.0022 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 24.94 |
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 |