Last price paid | 0.02 | |
Change | -33.33% [ -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 | 23.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 24.42 |
Premium | 0.24% |
Premium p.a. | 3.54% |
Leverage | 10.15 |
Implied volatility | 0.76 |
ISIN | CH1305137619 |
Symbol | UBINSZ |
Security | 130513761 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 28.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.02.2024 |
Premium | 24.22% |
Premium p.a. | 353.61% |
Leverage | 55.90 |
Implied volatility | 75.69% |
Moneyness | out-of-the-money |
Leverage | 10.1536 |
Delta | 0.1816 |
Gamma | 0.0030 |
Theta | -0.0012 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 28.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 555.80 |
Holcim | 79.48 |
ABB Ltd | 49.83 |
SWISSCOM N | 501.50 |
Nestlé SA | 96.14 |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Swiss Re | 113.55 |
Partners Group Ho... | 1'202.00 |
Alcon AG | 80.08 |
NOVARTIS N | 92.88 |