Last price paid | 0.04 | |
Change | -38.46% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -85.71% |
Year to date (YTD) | n.a. |
1 month | -93.10% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 28.00 |
Premium | 0.05% |
Premium p.a. | 0.89% |
Leverage | 33.04 |
Implied volatility | 0.23 |
ISIN | CH1305148871 |
Symbol | UBSVBZ |
Security | 130514887 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 5.09% |
Premium p.a. | 88.50% |
Leverage | 176.75 |
Implied volatility | 22.66% |
Moneyness | out-of-the-money |
Leverage | 33.0434 |
Delta | -0.1870 |
Gamma | 0.0435 |
Theta | -0.0024 |
Rho | -0.0008 |
Vega | 0.0045 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 26.84 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 240.40 |
Compagnie Financi... | 150.15 |
Lonza Group | 507.40 |
LOGITECH INT. | 90.86 |
Holcim | 79.76 |
Name | Price |
---|---|
ABB Ltd | 50.04 |
Partners Group Ho... | 1'174.00 |
Swiss Life Hldg | 635.40 |
GEBERIT N | 552.40 |
Sika AG | 272.10 |