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ZKB Call Warrant auf
UBS Group AG

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

Bid Price 0.035

Ask Price 0.045

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 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 0.035 0.045
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 0.035
Change +16.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -60.00%
Year to date (YTD) n.a.
1 month +133.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue27.99
Premium0.20%
Premium p.a.0.61%
Leverage17.59
Implied volatility0.22

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 19.90%
Premium p.a. 61.04%
Leverage 178.06
Implied volatility 22.25%
Moneyness out-of-the-money
Leverage 17.5928
Delta 0.0988
Gamma 0.0120
Theta -0.0007
Rho 0.0022
Vega 0.0071
Fair value 0.04
Intrinsic value n.a.
Break-even 34.16
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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