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 |
Fixing | 18.10.2024 |
Settlement date | 26.08.2024 |
Last trading | 18.10.2024 |
Final fixing | 18.10.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.13 |
Underlying price on issue | 26.17 |
Premium | 0.06% |
Premium p.a. | 0.34% |
Leverage | 18.29 |
Implied volatility | 0.21 |
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 |
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. |
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 |