Last price paid | 0.04 | |
Change | +100.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -59.09% |
Year to date (YTD) | +14.29% |
1 month | -50.00% |
3 months | +60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 26.42 |
Premium | 0.75% |
Premium p.a. | 6.25% |
Leverage | 4.73 |
Implied volatility | 1.36 |
ISIN | CH1268369613 |
Symbol | UBI2TZ |
Security | 126836961 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 75.38% |
Premium p.a. | 625.34% |
Leverage | 25.45 |
Implied volatility | 136.33% |
Moneyness | out-of-the-money |
Leverage | 4.7339 |
Delta | 0.1860 |
Gamma | 0.0012 |
Theta | -0.0017 |
Rho | 0.0002 |
Vega | 0.0011 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 40.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |