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 |
Fixing | 21.03.2025 |
Settlement date | 18.04.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.24 |
Underlying price on issue | 26.76 |
Premium | 0.19% |
Premium p.a. | 0.24% |
Leverage | 8.12 |
Implied volatility | 0.24 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |