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

ISIN: CH1371014502 Security: 137101450 Symbol: UBS40Z Life cycle
gray-market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.08.2024
Key Information Document DE 19.08.2024
Key Information Document EN 19.08.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 23.08.24 17:15 23.08.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +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 date26.08.2024
Last trading18.10.2024
Final fixing18.10.2024
Currency redemptionCHF

Performance

Perf. since issue -3.85%
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 price0.13
Underlying price on issue26.17
Premium0.06%
Premium p.a.0.34%
Leverage18.29
Implied volatility0.21

Reference data

ISIN CH1371014502
Symbol UBS40Z
Security 137101450
Exchange SIX Structured Products
Currency CHF
Expiry 25.10.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 27.50
C/P type call
Subscription ratio 4.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 19.08.2024

Key figures

Premium 5.94%
Premium p.a. 34.42%
Leverage 52.86
Implied volatility 20.59%
Moneyness out-of-the-money
Leverage 18.2901
Delta 0.3460
Gamma 0.0407
Theta -0.0017
Rho 0.0037
Vega 0.0101
Fair value 0.13
Intrinsic value n.a.
Break-even 28.00
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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