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 |
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 | -47.22% |
Year to date (YTD) | n.a. |
1 month | +18.75% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.18 |
Underlying price on issue | 27.76 |
Premium | 0.12% |
Premium p.a. | 0.42% |
Leverage | 15.82 |
Implied volatility | 0.22 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |