Last price paid | 0.24 | |
Change | +4.35% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -3.85% |
Year to date (YTD) | n.a. |
1 month | +41.18% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 18.76 |
Premium | 0.24% |
Premium p.a. | 0.38% |
Leverage | 3.89 |
Implied volatility | 0.51 |
ISIN | CH1305147550 |
Symbol | UBI6UZ |
Security | 130514755 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 22.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 20.03.2024 |
Premium | 24.02% |
Premium p.a. | 38.29% |
Leverage | 7.76 |
Implied volatility | 51.35% |
Moneyness | out-of-the-money |
Leverage | 3.8897 |
Delta | 0.5011 |
Gamma | 0.0025 |
Theta | -0.0004 |
Rho | 0.0023 |
Vega | 0.0031 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 24.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.95 |
ROCHE GS | 236.60 |
ZURICH INSURANCE | 463.10 |
Swiss Life Hldg | 660.20 |
Partners Group Ho... | 1'285.50 |
Name | Price |
---|---|
ABB Ltd | 47.76 |
Compagnie Financi... | 135.50 |
KUEHNE & NAGEL | 247.20 |
NOVARTIS N | 92.79 |
SWISSCOM N | 501.00 |