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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1305144474 Security: 130514447 Symbol: UBSD3Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.14 0.15
Volume 350'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.15
Change -11.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -66.28%
Year to date (YTD) n.a.
1 month -76.19%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue27.01
Premium0.11%
Premium p.a.0.33%
Leverage11.28
Implied volatility0.25

Reference data

ISIN CH1305144474
Symbol UBSD3Z
Security 130514447
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 26.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 11.03.2024

Key figures

Premium 10.65%
Premium p.a. 32.67%
Leverage 49.05
Implied volatility 24.88%
Moneyness out-of-the-money
Leverage 11.2846
Delta -0.2301
Gamma 0.0188
Theta -0.0012
Rho -0.0058
Vega 0.0123
Fair value 0.15
Intrinsic value n.a.
Break-even 25.42
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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