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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305150257 Security: 130515025 Symbol: UBS76Z Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.31
Change +19.23% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date10.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -1.56%
Year to date (YTD) n.a.
1 month +675.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue27.76
Premium0.01%
Premium p.a.0.14%
Leverage16.55
Implied volatility0.21

Reference data

ISIN CH1305150257
Symbol UBS76Z
Security 130515025
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 27.50
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 1.09%
Premium p.a. 14.20%
Leverage 22.58
Implied volatility 21.26%
Moneyness in-the-money
Leverage 16.5497
Delta 0.7330
Gamma 0.0489
Theta -0.0027
Rho 0.0038
Vega 0.0065
Fair value 0.08
Intrinsic value n.a.
Break-even 28.76
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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