Last price paid | 0.50 | |
Change | +8.70% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 25.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -4.72% |
Year to date (YTD) | n.a. |
1 month | +212.50% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.53 |
Underlying price on issue | 27.99 |
Premium | 0.09% |
Premium p.a. | 0.15% |
Leverage | 7.29 |
Implied volatility | 0.24 |
ISIN | CH1305145448 |
Symbol | UBS1OZ |
Security | 130514544 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 29.00 |
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 | 9.03% |
Premium p.a. | 14.99% |
Leverage | 14.08 |
Implied volatility | 24.36% |
Moneyness | out-of-the-money |
Leverage | 7.2896 |
Delta | 0.5176 |
Gamma | 0.0185 |
Theta | -0.0014 |
Rho | 0.0191 |
Vega | 0.0220 |
Fair value | 0.51 |
Intrinsic value | n.a. |
Break-even | 31.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |