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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1268369613 Security: 126836961 Symbol: UBI2TZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.11
Underlying price on issue26.42
Premium0.75%
Premium p.a.6.25%
Leverage4.73
Implied volatility1.36

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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