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 |
Fixing | 21.06.2024 |
Settlement date | 03.08.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.19 |
Underlying price on issue | 15.08 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 3.53 |
Implied volatility | 0.49 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |