Last price paid | 0.09 | |
Change | +5.88% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +5.56% |
Year to date (YTD) | n.a. |
1 month | -25.00% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 20.59 |
Premium | 0.03% |
Premium p.a. | 0.66% |
Leverage | 8.01 |
Implied volatility | 0.62 |
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 | 3.28% |
Premium p.a. | 66.47% |
Leverage | 11.78 |
Implied volatility | 62.36% |
Moneyness | in-the-money |
Leverage | 8.0139 |
Delta | 0.6805 |
Gamma | 0.0058 |
Theta | -0.0016 |
Rho | 0.0003 |
Vega | 0.0009 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 23.97 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |