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ZKB Warrant Call
on UBS Group AG Namenaktie

ISIN: CH1206962925 Security: 120696292 Symbol: UBSAUZ Life cycle
Secondary market

Bid Price 1.54

Ask Price 1.55

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Key Information Document DE 02.01.2023
Key Information Document EN 02.01.2023

Price data

  Bid Ask
Price 1.54 1.55
Volume 50'000.00 50'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 1.54
Change +4.05% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.08.2022
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +713.16%
Year to date (YTD) +18.46%
1 month +21.26%
3 months +65.59%
1 year +541.67%
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue15.08
Premium0.00%
Premium p.a.0.02%
Leverage3.53
Implied volatility0.49

Reference data

ISIN CH1206962925
Symbol UBSAUZ
Security 120696292
Exchange SIX Structured Products
Currency CHF
Expiry 21.06.2024
Underlying UBS Group AG
Underlying ISIN CH0244767585
Strike 20.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 26.07.2022

Key figures

Premium 0.20%
Premium p.a. 1.96%
Leverage 3.58
Implied volatility 49.46%
Moneyness in-the-money
Leverage 3.5250
Delta 0.9841
Gamma 0.0018
Theta -0.0006
Rho 0.0040
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 27.73
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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