Last price paid | 0.60 | |
Change | +11.11% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 29.12.2023 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | +16.35% |
Year to date (YTD) | +22.45% |
1 month | +300.00% |
3 months | +140.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 26.34 |
Premium | 0.03% |
Premium p.a. | 0.10% |
Leverage | 8.17 |
Implied volatility | 0.23 |
ISIN | CH1305128097 |
Symbol | UBSZXZ |
Security | 130512809 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 27.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 20.12.2023 |
Premium | 3.26% |
Premium p.a. | 10.01% |
Leverage | 11.77 |
Implied volatility | 23.32% |
Moneyness | in-the-money |
Leverage | 8.1660 |
Delta | 0.6936 |
Gamma | 0.0231 |
Theta | -0.0016 |
Rho | 0.0141 |
Vega | 0.0143 |
Fair value | 0.23 |
Intrinsic value | n.a. |
Break-even | 29.42 |
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 |