Inhaltsseite: Home

ZKB Call Warrant auf 2024-18.10.2024 UBS Group AG
UBS Group AG

ISIN: CH1338519783 Security: 133851978 Symbol: UBSWNZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 23.08.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.07.2024
Key Information Document DE 24.07.2024
Key Information Document EN 24.07.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.075
Change +15.38% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.08.2024 17:20

Life cycle

Fixing18.10.2024
Settlement date31.07.2024
Last trading18.10.2024
Final fixing18.10.2024
Currency redemptionCHF

Performance

Perf. since issue -65.22%
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 price0.23
Underlying price on issue26.96
Premium0.07%
Premium p.a.0.41%
Leverage21.39
Implied volatility0.19

Reference data

ISIN CH1338519783
Symbol UBSWNZ
Security 133851978
Exchange SIX Structured Products
Currency CHF
Expiry 25.10.2024
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 24.07.2024

Key figures

Premium 7.15%
Premium p.a. 41.43%
Leverage 82.59
Implied volatility 19.46%
Moneyness out-of-the-money
Leverage 21.3930
Delta 0.2590
Gamma 0.0378
Theta -0.0014
Rho 0.0028
Vega 0.0089
Fair value 0.08
Intrinsic value n.a.
Break-even 28.32
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading