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 |
Fixing | 21.03.2025 |
Settlement date | 27.03.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.65 |
Underlying price on issue | 27.34 |
Premium | 0.09% |
Premium p.a. | 0.11% |
Leverage | 5.56 |
Implied volatility | 0.26 |
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 |
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. |
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 |