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ZKB Call Warrant auf
Unilever NV

ISIN: CH1268369720 Security: 126836972 Symbol: UNABYZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 09:17:05

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 27.05.24 09:17 27.05.24 09:17

Current data

Last price paid 0.025
Change +25.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 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 -91.67%
Year to date (YTD) -37.50%
1 month +25.00%
3 months -44.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue46.60
Premium0.08%
Premium p.a.0.86%
Leverage45.34
Implied volatility0.17

Reference data

ISIN CH1268369720
Symbol UNABYZ
Security 126836972
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 54.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 12.06.2023

Key figures

Premium 7.56%
Premium p.a. 86.19%
Leverage 499.36
Implied volatility 16.68%
Moneyness out-of-the-money
Leverage 45.3395
Delta 0.0908
Gamma 0.0131
Theta -0.0013
Rho 0.0008
Vega 0.0048
Fair value 0.02
Intrinsic value n.a.
Break-even 54.10
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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