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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305151560 Security: 130515156 Symbol: UBS3NZ Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 11.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 11.06.24 17:15 11.06.24 17:15

Current data

Last price paid 0.27
Change -10.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date18.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +10.42%
Year to date (YTD) n.a.
1 month +22.73%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue26.76
Premium0.19%
Premium p.a.0.24%
Leverage8.12
Implied volatility0.24

Reference data

ISIN CH1305151560
Symbol UBS3NZ
Security 130515156
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 32.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 11.04.2024

Key figures

Premium 19.05%
Premium p.a. 23.98%
Leverage 26.20
Implied volatility 24.01%
Moneyness out-of-the-money
Leverage 8.1157
Delta 0.3098
Gamma 0.0148
Theta -0.0010
Rho 0.0150
Vega 0.0218
Fair value 0.27
Intrinsic value n.a.
Break-even 33.06
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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