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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1338496644 Security: 133849664 Symbol: UBSW8Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 11.06.24 17:15 11.06.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date13.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.18%
Year to date (YTD) n.a.
1 month -90.63%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue24.42
Premium0.14%
Premium p.a.2.96%
Leverage24.67
Implied volatility0.43

Reference data

ISIN CH1338496644
Symbol UBSW8Z
Security 133849664
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 24.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 03.05.2024

Key figures

Premium 13.79%
Premium p.a. 296.12%
Leverage 462.83
Implied volatility 43.25%
Moneyness out-of-the-money
Leverage 24.6722
Delta -0.0533
Gamma 0.0104
Theta -0.0020
Rho -0.0002
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 23.94
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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