Last price paid | 0.08 | |
Change | -5.88% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -16.67% |
Year to date (YTD) | n.a. |
1 month | -22.73% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 20.59 |
Premium | 0.03% |
Premium p.a. | 0.52% |
Leverage | 9.44 |
Implied volatility | 0.48 |
ISIN | CH1305142833 |
Symbol | UBI8TZ |
Security | 130514283 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 05.03.2024 |
Premium | 3.42% |
Premium p.a. | 51.97% |
Leverage | 14.71 |
Implied volatility | 47.51% |
Moneyness | in-the-money |
Leverage | 9.4404 |
Delta | 0.6419 |
Gamma | 0.0069 |
Theta | -0.0011 |
Rho | 0.0004 |
Vega | 0.0011 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 23.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.50 |
Nestlé SA | 97.72 |
KUEHNE & NAGEL | 258.30 |
ROCHE GS | 234.20 |
Givaudan | 4'248.00 |
Name | Price |
---|---|
UBS | 27.83 |
Swiss Re | 111.65 |
ABB Ltd | 49.09 |
ZURICH INSURANCE | 470.80 |
GEBERIT N | 548.60 |