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

ISIN: CH1338521920 Security: 133852192 Symbol: UBS0VZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.08.2024
Key Information Document DE 06.08.2024
Key Information Document EN 06.08.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.08.2024 17:20

Life cycle

Fixing18.10.2024
Settlement date13.08.2024
Last trading18.10.2024
Final fixing18.10.2024
Currency redemptionCHF

Performance

Perf. since issue -81.25%
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 price0.08
Underlying price on issue23.78
Premium0.25%
Premium p.a.1.42%
Leverage14.94
Implied volatility0.39

Reference data

ISIN CH1338521920
Symbol UBS0VZ
Security 133852192
Exchange SIX Structured Products
Currency CHF
Expiry 25.10.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 20.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 06.08.2024

Key figures

Premium 24.56%
Premium p.a. 142.27%
Leverage 440.50
Implied volatility 38.69%
Moneyness out-of-the-money
Leverage 14.9383
Delta -0.0339
Gamma 0.0044
Theta -0.0006
Rho -0.0004
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 19.94
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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