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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1338499754 Security: 133849975 Symbol: UBSYSZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

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 07.05.2024
Key Information Document DE 07.05.2024
Key Information Document EN 07.05.2024
Key Information Document FR 07.05.2024
Key Information Document IT 07.05.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.29
Change +16.00% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date15.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +18.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue27.38
Premium0.02%
Premium p.a.0.16%
Leverage14.82
Implied volatility0.20

Reference data

ISIN CH1338499754
Symbol UBSYSZ
Security 133849975
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 28.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 07.05.2024

Key figures

Premium 2.42%
Premium p.a. 15.79%
Leverage 24.14
Implied volatility 19.89%
Moneyness in-the-money
Leverage 14.8174
Delta 0.6137
Gamma 0.0430
Theta -0.0021
Rho 0.0063
Vega 0.0107
Fair value 0.17
Intrinsic value n.a.
Break-even 29.18
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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