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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1338505717 Security: 133850571 Symbol: UBSA5Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.05.2024
Key Information Document DE 23.05.2024
Key Information Document EN 23.05.2024
Key Information Document FR 23.05.2024
Key Information Document IT 23.05.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date30.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -53.57%
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 price0.14
Underlying price on issue27.98
Premium0.37%
Premium p.a.0.50%
Leverage10.56
Implied volatility0.25

Reference data

ISIN CH1338505717
Symbol UBSA5Z
Security 133850571
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 36.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 23.05.2024

Key figures

Premium 37.09%
Premium p.a. 49.59%
Leverage 101.73
Implied volatility 25.06%
Moneyness out-of-the-money
Leverage 10.5625
Delta 0.1038
Gamma 0.0079
Theta -0.0005
Rho 0.0046
Vega 0.0103
Fair value 0.07
Intrinsic value n.a.
Break-even 36.26
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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