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 |
Fixing | 20.12.2024 |
Settlement date | 28.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.56 |
Underlying price on issue | 24.54 |
Premium | 0.15% |
Premium p.a. | 0.26% |
Leverage | 7.50 |
Implied volatility | 0.28 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |