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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305140399 Security: 130514039 Symbol: UBSA0Z Life cycle
Secondary market

Bid Price 0.67

Ask Price 0.68

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.67 0.68
Volume 75'000.00 75'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.67
Change +13.56% [ +0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +181.25%
Year to date (YTD) n.a.
1 month +63.41%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue24.62
Premium0.00%
Premium p.a.0.08%
Leverage9.53
Implied volatility0.38

Reference data

ISIN CH1305140399
Symbol UBSA0Z
Security 130514039
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 23.02.2024

Key figures

Premium 0.25%
Premium p.a. 7.71%
Leverage 10.23
Implied volatility 37.99%
Moneyness in-the-money
Leverage 9.5338
Delta 0.9316
Gamma 0.0172
Theta -0.0028
Rho 0.0019
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 27.70
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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