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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305150232 Security: 130515023 Symbol: UBSW7Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 500'000.00 500'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.095
Change -13.64% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date10.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -47.22%
Year to date (YTD) n.a.
1 month +18.75%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue27.76
Premium0.12%
Premium p.a.0.42%
Leverage15.82
Implied volatility0.22

Reference data

ISIN CH1305150232
Symbol UBSW7Z
Security 130515023
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 31.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 03.04.2024

Key figures

Premium 12.31%
Premium p.a. 42.00%
Leverage 73.53
Implied volatility 21.69%
Moneyness out-of-the-money
Leverage 15.8173
Delta 0.2151
Gamma 0.0222
Theta -0.0012
Rho 0.0041
Vega 0.0110
Fair value 0.10
Intrinsic value n.a.
Break-even 31.38
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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