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ZKB Call Warrant auf
Unilever NV

ISIN: CH1305151123 Security: 130515112 Symbol: UNAA4Z Life cycle
Secondary market

Bid Price 1.14

Ask Price 1.15

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 1.14 1.15
Volume 50'000.00 50'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 1.14
Change +10.68% [ +0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +154.44%
Year to date (YTD) n.a.
1 month +216.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue44.84
Premium0.03%
Premium p.a.0.04%
Leverage6.65
Implied volatility0.19

Reference data

ISIN CH1305151123
Symbol UNAA4Z
Security 130515112
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
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 10.04.2024

Key figures

Premium 2.74%
Premium p.a. 4.39%
Leverage 8.69
Implied volatility 18.64%
Moneyness in-the-money
Leverage 6.6533
Delta 0.7656
Gamma 0.0080
Theta -0.0011
Rho 0.0400
Vega 0.0232
Fair value 0.27
Intrinsic value n.a.
Break-even 51.80
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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