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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305145448 Security: 130514544 Symbol: UBS1OZ Life cycle
Secondary market

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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 0.50 0.51
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

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

Life cycle

Fixing20.12.2024
Settlement date25.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.53
Underlying price on issue27.99
Premium0.09%
Premium p.a.0.15%
Leverage7.29
Implied volatility0.24

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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