Last price paid | n.a. | |
Change | -31.82% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 28.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -26.32% |
Year to date (YTD) | n.a. |
1 month | -78.87% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 24.54 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 43.66 |
Implied volatility | 0.08 |
ISIN | CH1305139235 |
Symbol | UBSV8Z |
Security | 130513923 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 25.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 21.02.2024 |
Premium | 0.04% |
Premium p.a. | 2.04% |
Leverage | 45.63 |
Implied volatility | 8.31% |
Moneyness | in-the-money |
Leverage | 43.6601 |
Delta | 0.9569 |
Gamma | 0.0624 |
Theta | -0.0005 |
Rho | 0.0012 |
Vega | 0.0006 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 25.56 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |