Last price paid | 0.25 | |
Change | -3.85% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 03.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -43.02% |
Year to date (YTD) | n.a. |
1 month | -39.02% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 28.00 |
Premium | 0.07% |
Premium p.a. | 0.23% |
Leverage | 10.36 |
Implied volatility | 0.24 |
ISIN | CH1305148905 |
Symbol | UBS26Z |
Security | 130514890 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 27.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 25.03.2024 |
Premium | 6.74% |
Premium p.a. | 22.99% |
Leverage | 28.47 |
Implied volatility | 24.21% |
Moneyness | out-of-the-money |
Leverage | 10.3587 |
Delta | -0.3639 |
Gamma | 0.0257 |
Theta | -0.0015 |
Rho | -0.0082 |
Vega | 0.0142 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 26.02 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |