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 |
Fixing | 21.06.2024 |
Settlement date | 03.07.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.11 |
Underlying price on issue | 25.57 |
Premium | 0.40% |
Premium p.a. | 3.86% |
Leverage | 6.83 |
Implied volatility | 0.94 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.93 |
LOGITECH INT. | 82.88 |
Sika AG | 283.20 |
Alcon AG | 80.38 |
Partners Group Ho... | 1'262.00 |
Name | Price |
---|---|
SONOVA HLDG N | 280.40 |
Lonza Group | 519.60 |
Nestlé SA | 95.34 |
Swiss Re | 109.30 |
UBS | 27.36 |