Last price paid | 0.36 | |
Change | +2.86% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 27.05.2024 17:20 |
Fixing | 19.12.2025 |
Settlement date | 25.03.2024 |
Last trading | 19.12.2025 |
Final fixing | 19.12.2025 |
Currency redemption | CHF |
Perf. since issue | +1.43% |
Year to date (YTD) | n.a. |
1 month | +111.76% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 27.99 |
Premium | 0.32% |
Premium p.a. | 0.19% |
Leverage | 5.72 |
Implied volatility | 0.26 |
ISIN | CH1305145240 |
Symbol | UBSH0Z |
Security | 130514524 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 05.01.2026 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 36.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 18.03.2024 |
Premium | 32.18% |
Premium p.a. | 18.94% |
Leverage | 19.94 |
Implied volatility | 25.81% |
Moneyness | out-of-the-money |
Leverage | 5.7193 |
Delta | 0.2869 |
Gamma | 0.0091 |
Theta | -0.0007 |
Rho | 0.0260 |
Vega | 0.0304 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 37.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |