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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305151578 Security: 130515157 Symbol: UBSVCZ Life cycle
redeemed

Bid Price 0.12

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.12 0.14
Volume 425'000.00 425'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.14
Change -22.22% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume 10'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date18.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -31.58%
Year to date (YTD) n.a.
1 month +75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue26.76
Premium0.00%
Premium p.a.0.09%
Leverage42.00
Implied volatility0.12

Reference data

ISIN CH1305151578
Symbol UBSVCZ
Security 130515157
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 27.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 11.04.2024

Key figures

Premium 0.26%
Premium p.a. 9.31%
Leverage 52.79
Implied volatility 12.01%
Moneyness in-the-money
Leverage 41.9958
Delta 0.7955
Gamma 0.1256
Theta -0.0021
Rho 0.0015
Vega 0.0031
Fair value 0.02
Intrinsic value n.a.
Break-even 27.52
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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