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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305142478 Security: 130514247 Symbol: UBSIRZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.09
Change +28.57% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume 90'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +12.50%
Year to date (YTD) n.a.
1 month +350.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue25.54
Premium0.03%
Premium p.a.0.40%
Leverage29.95
Implied volatility0.18

Reference data

ISIN CH1305142478
Symbol UBSIRZ
Security 130514247
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 29.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 04.03.2024

Key figures

Premium 3.05%
Premium p.a. 39.81%
Leverage 79.14
Implied volatility 17.87%
Moneyness out-of-the-money
Leverage 29.9496
Delta 0.3784
Gamma 0.0672
Theta -0.0025
Rho 0.0020
Vega 0.0075
Fair value 0.09
Intrinsic value n.a.
Break-even 29.36
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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