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 | -81.25% |
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. | 3.50% |
Leverage | 11.45 |
Implied volatility | 0.69 |
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 | 23.99% |
Premium p.a. | 350.26% |
Leverage | 74.35 |
Implied volatility | 69.33% |
Moneyness | out-of-the-money |
Leverage | 11.4501 |
Delta | 0.1540 |
Gamma | 0.0029 |
Theta | -0.0010 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 28.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.89 |
Holcim | 79.40 |
SWISSCOM N | 502.00 |
GEBERIT N | 554.00 |
Nestlé SA | 96.16 |
Name | Price |
---|---|
LOGITECH INT. | 88.14 |
Swiss Re | 113.65 |
Givaudan | 4'205.00 |
Sika AG | 272.20 |
Lonza Group | 485.20 |