Last price paid | 0.055 | |
Change | +22.22% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | -41.67% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 20.59 |
Premium | 0.06% |
Premium p.a. | 0.69% |
Leverage | 10.48 |
Implied volatility | 0.45 |
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 | 5.69% |
Premium p.a. | 69.21% |
Leverage | 20.56 |
Implied volatility | 44.63% |
Moneyness | out-of-the-money |
Leverage | 10.4793 |
Delta | 0.5097 |
Gamma | 0.0072 |
Theta | -0.0010 |
Rho | 0.0004 |
Vega | 0.0012 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 23.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.90 |
Givaudan | 4'238.00 |
ZURICH INSURANCE | 469.60 |
SWISSCOM N | 492.40 |
Nestlé SA | 91.70 |
Name | Price |
---|---|
Lonza Group | 486.20 |
Compagnie Financi... | 142.10 |
UBS | 28.04 |
Partners Group Ho... | 1'196.50 |
GEBERIT N | 556.00 |