Last price paid | 0.035 | |
Change | -12.50% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -89.29% |
Year to date (YTD) | n.a. |
1 month | -82.50% |
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. | 0.95% |
Leverage | 36.19 |
Implied volatility | 0.22 |
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 | 5.49% |
Premium p.a. | 95.34% |
Leverage | 237.00 |
Implied volatility | 21.90% |
Moneyness | out-of-the-money |
Leverage | 36.1925 |
Delta | -0.1527 |
Gamma | 0.0393 |
Theta | -0.0020 |
Rho | -0.0006 |
Vega | 0.0040 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 26.88 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |