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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305147949 Security: 130514794 Symbol: UBS2BZ Life cycle
Secondary market

Bid Price 0.76

Ask Price 0.77

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.76 0.77
Volume 75'000.00 75'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.76
Change +7.04% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +17.69%
Year to date (YTD) n.a.
1 month +153.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue27.34
Premium0.09%
Premium p.a.0.11%
Leverage5.56
Implied volatility0.26

Reference data

ISIN CH1305147949
Symbol UBS2BZ
Security 130514794
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 28.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 20.03.2024

Key figures

Premium 9.02%
Premium p.a. 10.94%
Leverage 9.31
Implied volatility 25.73%
Moneyness in-the-money
Leverage 5.5644
Delta 0.5977
Gamma 0.0145
Theta -0.0012
Rho 0.0288
Vega 0.0250
Fair value 0.64
Intrinsic value n.a.
Break-even 31.06
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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