Last price paid | 0.21 | |
Change | +10.53% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +57.69% |
Year to date (YTD) | n.a. |
1 month | -4.55% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 18.76 |
Premium | 0.15% |
Premium p.a. | 0.26% |
Leverage | 3.45 |
Implied volatility | 0.53 |
ISIN | CH1305147550 |
Symbol | UBI6UZ |
Security | 130514755 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 14.76% |
Premium p.a. | 25.65% |
Leverage | 5.41 |
Implied volatility | 52.75% |
Moneyness | in-the-money |
Leverage | 3.4465 |
Delta | 0.6368 |
Gamma | 0.0021 |
Theta | -0.0004 |
Rho | 0.0029 |
Vega | 0.0032 |
Fair value | 0.16 |
Intrinsic value | n.a. |
Break-even | 26.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 97.56 |
Lonza Group | 490.20 |
KUEHNE & NAGEL | 258.50 |
ROCHE GS | 234.40 |
SONOVA HLDG N | 285.20 |
Name | Price |
---|---|
UBS | 27.89 |
ABB Ltd | 49.12 |
Swiss Re | 112.05 |
GEBERIT N | 547.80 |
ZURICH INSURANCE | 471.00 |