Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.09.2024 17:20 |
Fixing | 21.03.2025 |
Settlement date | 30.05.2024 |
Last trading | 21.03.2025 |
Final fixing | 21.03.2025 |
Currency redemption | CHF |
Perf. since issue | -89.29% |
Year to date (YTD) | n.a. |
1 month | -33.33% |
3 months | -84.62% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 27.98 |
Premium | 0.37% |
Premium p.a. | 0.74% |
Leverage | 16.20 |
Implied volatility | 0.23 |
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 |
Premium | 37.11% |
Premium p.a. | 74.42% |
Leverage | 438.33 |
Implied volatility | 23.27% |
Moneyness | out-of-the-money |
Leverage | 16.1986 |
Delta | 0.0370 |
Gamma | 0.0047 |
Theta | -0.0002 |
Rho | 0.0011 |
Vega | 0.0037 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.06 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 134.65 |
Alcon AG | 84.66 |
SONOVA HLDG N | 302.80 |
Sika AG | 281.60 |
Partners Group Ho... | 1'269.00 |
Name | Price |
---|---|
Holcim | 83.18 |
ABB Ltd | 49.37 |
ZURICH INSURANCE | 512.80 |
Lonza Group | 538.40 |
SWISSCOM N | 552.50 |