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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305145430 Security: 130514543 Symbol: UBSGQZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.06.2024 11:08:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 13.06.24 11:08 13.06.24 11:08

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date25.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue27.99
Premium0.25%
Premium p.a.0.87%
Leverage18.85
Implied volatility0.24

Reference data

ISIN CH1305145430
Symbol UBSGQZ
Security 130514543
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 34.00
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

Key figures

Premium 25.25%
Premium p.a. 86.94%
Leverage 340.13
Implied volatility 24.40%
Moneyness out-of-the-money
Leverage 18.8532
Delta 0.0554
Gamma 0.0078
Theta -0.0005
Rho 0.0010
Vega 0.0041
Fair value 0.02
Intrinsic value n.a.
Break-even 34.08
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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