Last price paid | 1.16 | |
Change | -4.92% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 17:20 |
Fixing | 20.06.2025 |
Settlement date | 28.02.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | +72.39% |
Year to date (YTD) | n.a. |
1 month | +13.73% |
3 months | +10.48% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.67 |
Underlying price on issue | 24.54 |
Premium | 0.07% |
Premium p.a. | 0.06% |
Leverage | 4.12 |
Implied volatility | 0.29 |
ISIN | CH1305139284 |
Symbol | UBS0JZ |
Security | 130513928 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 21.02.2024 |
Premium | 6.66% |
Premium p.a. | 6.37% |
Leverage | 6.01 |
Implied volatility | 28.95% |
Moneyness | in-the-money |
Leverage | 4.1206 |
Delta | 0.6855 |
Gamma | 0.0107 |
Theta | -0.0009 |
Rho | 0.0335 |
Vega | 0.0247 |
Fair value | 0.46 |
Intrinsic value | n.a. |
Break-even | 29.62 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |