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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1305144441 Security: 130514444 Symbol: UBSTNZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) n.a.
1 month -94.12%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue27.01
Premium0.09%
Premium p.a.1.19%
Leverage28.12
Implied volatility0.27

Reference data

ISIN CH1305144441
Symbol UBSTNZ
Security 130514444
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 9.09%
Premium p.a. 118.51%
Leverage 284.90
Implied volatility 26.60%
Moneyness out-of-the-money
Leverage 28.1192
Delta -0.0987
Gamma 0.0206
Theta -0.0016
Rho -0.0006
Vega 0.0034
Fair value 0.03
Intrinsic value n.a.
Break-even 25.90
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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