Last price paid | 0.095 | |
Change | -5.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -67.86% |
Year to date (YTD) | n.a. |
1 month | -82.73% |
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. | 0.46% |
Leverage | 22.83 |
Implied volatility | 0.21 |
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 | 4.52% |
Premium p.a. | 45.79% |
Leverage | 77.50 |
Implied volatility | 21.42% |
Moneyness | out-of-the-money |
Leverage | 22.8335 |
Delta | -0.2946 |
Gamma | 0.0458 |
Theta | -0.0022 |
Rho | -0.0021 |
Vega | 0.0075 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 26.64 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |