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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1268375644 Security: 126837564 Symbol: UBIQLZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 10:04:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.06.2023
Key Information Document DE 26.06.2023
Key Information Document EN 26.06.2023
Key Information Document FR 26.06.2023
Key Information Document IT 26.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 10:04 21.05.24 10:04

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.36%
Year to date (YTD) -60.00%
1 month -20.00%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue25.57
Premium0.40%
Premium p.a.3.86%
Leverage6.83
Implied volatility0.94

Reference data

ISIN CH1268375644
Symbol UBIQLZ
Security 126837564
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBISOFT Entertain., FR0000054470
Underlying ISIN FR0000054470
Strike 30.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 26.06.2023

Key figures

Premium 40.21%
Premium p.a. 386.19%
Leverage 35.97
Implied volatility 94.41%
Moneyness out-of-the-money
Leverage 6.8324
Delta 0.1899
Gamma 0.0010
Theta -0.0006
Rho 0.0001
Vega 0.0005
Fair value 0.02
Intrinsic value n.a.
Break-even 30.61
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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