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ZKB Call Warrant auf
Unilever NV

ISIN: CH1281037353 Security: 128103735 Symbol: UNA0NZ Life cycle
Secondary market

Bid Price 0.92

Ask Price 0.93

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 24.05.2024 02:45:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.92 0.93
Volume 75'000.00 75'000.00
Date/time 24.05.24 14:45 24.05.24 14:45

Current data

Last price paid 0.96
Change +9.09% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +120.24%
Year to date (YTD) +317.39%
1 month +464.71%
3 months +118.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue44.68
Premium0.00%
Premium p.a.0.05%
Leverage10.35
Implied volatility0.18

Reference data

ISIN CH1281037353
Symbol UNA0NZ
Security 128103735
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Unilever Rg, GB00B10RZP78
Underlying ISIN GB00B10RZP78
Strike 46.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 02.11.2023

Key figures

Premium 0.44%
Premium p.a. 4.54%
Leverage 10.82
Implied volatility 18.30%
Moneyness in-the-money
Leverage 10.3527
Delta 0.9564
Gamma 0.0064
Theta -0.0016
Rho 0.0083
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 50.66
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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