Last price paid | n.a. | |
Change | -5.97% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | +162.50% |
Year to date (YTD) | n.a. |
1 month | +125.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 24.62 |
Premium | 0.00% |
Premium p.a. | 0.09% |
Leverage | 10.09 |
Implied volatility | 0.40 |
ISIN | CH1305140399 |
Symbol | UBSA0Z |
Security | 130514039 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
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 | 23.02.2024 |
Premium | 0.26% |
Premium p.a. | 9.31% |
Leverage | 10.89 |
Implied volatility | 39.85% |
Moneyness | in-the-money |
Leverage | 10.0928 |
Delta | 0.9266 |
Gamma | 0.0191 |
Theta | -0.0033 |
Rho | 0.0016 |
Vega | 0.0016 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 27.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |