Last price paid | 0.06 | |
Change | -25.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 07.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -70.00% |
Year to date (YTD) | n.a. |
1 month | -40.00% |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 20.41 |
Premium | 0.13% |
Premium p.a. | 1.20% |
Leverage | 11.06 |
Implied volatility | 0.47 |
ISIN | CH1305134756 |
Symbol | UBIOWZ |
Security | 130513475 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 24.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 12.51% |
Premium p.a. | 120.20% |
Leverage | 36.04 |
Implied volatility | 47.41% |
Moneyness | out-of-the-money |
Leverage | 11.0581 |
Delta | 0.3068 |
Gamma | 0.0053 |
Theta | -0.0008 |
Rho | 0.0003 |
Vega | 0.0012 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 24.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.99 |
LOGITECH INT. | 83.38 |
Partners Group Ho... | 1'271.50 |
Sika AG | 283.40 |
Holcim | 78.90 |
Name | Price |
---|---|
SONOVA HLDG N | 281.00 |
Nestlé SA | 95.66 |
Swiss Re | 109.25 |
SWISSCOM N | 501.50 |
UBS | 27.48 |