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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1305139169 Security: 130513916 Symbol: UBSZYZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 13.06.2024 04:23:30

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 13.06.24 16:23 13.06.24 16:23

Current data

Last price paid 0.20
Change +11.11% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -63.39%
Year to date (YTD) n.a.
1 month -20.00%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue24.54
Premium0.15%
Premium p.a.0.26%
Leverage7.50
Implied volatility0.28

Reference data

ISIN CH1305139169
Symbol UBSZYZ
Security 130513916
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 24.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 21.02.2024

Key figures

Premium 14.81%
Premium p.a. 26.12%
Leverage 33.18
Implied volatility 27.55%
Moneyness out-of-the-money
Leverage 7.5041
Delta -0.2261
Gamma 0.0133
Theta -0.0010
Rho -0.0099
Vega 0.0154
Fair value 0.21
Intrinsic value n.a.
Break-even 23.18
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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