Last price paid | 0.04 | |
Change | -11.11% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 10.04.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -77.78% |
Year to date (YTD) | n.a. |
1 month | -52.94% |
3 months | -33.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 27.76 |
Premium | 0.14% |
Premium p.a. | 0.77% |
Leverage | 20.82 |
Implied volatility | 0.24 |
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 |
Premium | 14.06% |
Premium p.a. | 76.57% |
Leverage | 170.75 |
Implied volatility | 23.79% |
Moneyness | out-of-the-money |
Leverage | 20.8181 |
Delta | 0.1219 |
Gamma | 0.0181 |
Theta | -0.0011 |
Rho | 0.0015 |
Vega | 0.0059 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 31.16 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
NOVARTIS N | 96.33 |
LOGITECH INT. | 80.76 |
Givaudan | 4'296.00 |
SONOVA HLDG N | 266.00 |
Name | Price |
---|---|
Swiss Re | 106.05 |
ZURICH INSURANCE | 473.90 |
Alcon AG | 80.32 |
SWISSCOM N | 534.00 |
ROCHE GS | 280.10 |