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 |
Fixing | 21.06.2024 |
Settlement date | 13.05.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.22 |
Underlying price on issue | 24.42 |
Premium | 0.14% |
Premium p.a. | 2.96% |
Leverage | 24.67 |
Implied volatility | 0.43 |
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 |
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. |
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 |