Last price paid | n.a. | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 16.08.2024 |
Settlement date | 29.05.2024 |
Last trading | 16.08.2024 |
Final fixing | 16.08.2024 |
Currency redemption | CHF |
Perf. since issue | -91.92% |
Year to date (YTD) | n.a. |
1 month | -98.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 27.69 |
Premium | 0.14% |
Premium p.a. | 7.15% |
Leverage | 32.58 |
Implied volatility | 0.55 |
ISIN | CH1338505063 |
Symbol | UBS32Z |
Security | 133850506 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 23.08.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 22.05.2024 |
Premium | 13.71% |
Premium p.a. | 714.84% |
Leverage | 629.05 |
Implied volatility | 54.84% |
Moneyness | out-of-the-money |
Leverage | 32.5753 |
Delta | 0.0518 |
Gamma | 0.0131 |
Theta | -0.0035 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 30.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 117.85 |
SONOVA HLDG N | 298.20 |
KUEHNE & NAGEL | 262.10 |
GEBERIT N | 533.60 |
Holcim | 81.42 |
Name | Price |
---|---|
Lonza Group | 559.40 |
LOGITECH INT. | 77.94 |
NOVARTIS N | 100.40 |
ROCHE GS | 283.20 |
Nestlé SA | 89.54 |