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 |
Fixing | 18.10.2024 |
Settlement date | 13.08.2024 |
Last trading | 18.10.2024 |
Final fixing | 18.10.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.08 |
Underlying price on issue | 23.78 |
Premium | 0.25% |
Premium p.a. | 1.42% |
Leverage | 14.94 |
Implied volatility | 0.39 |
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 |
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. |
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 |