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 |
Fixing | 20.09.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.10 |
Underlying price on issue | 27.99 |
Premium | 0.25% |
Premium p.a. | 0.87% |
Leverage | 18.85 |
Implied volatility | 0.24 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
Swiss Life Hldg | 635.20 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
SONOVA HLDG N | 281.00 |