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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1305148905 Security: 130514890 Symbol: UBS26Z Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

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

Life cycle

Fixing20.09.2024
Settlement date03.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.43
Underlying price on issue28.00
Premium0.07%
Premium p.a.0.23%
Leverage10.36
Implied volatility0.24

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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