Last price paid | 0.14 | |
Change | -6.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 07.02.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | -40.48% |
Year to date (YTD) | n.a. |
1 month | -17.65% |
3 months | +16.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 20.41 |
Premium | 0.20% |
Premium p.a. | 0.33% |
Leverage | 2.73 |
Implied volatility | 0.56 |
ISIN | CH1305134764 |
Symbol | UBINTZ |
Security | 130513476 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 31.12.2024 |
Underlying | UBISOFT Entertain., FR0000054470 |
Underlying ISIN | FR0000054470 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 31.01.2024 |
Premium | 20.26% |
Premium p.a. | 33.01% |
Leverage | 8.67 |
Implied volatility | 55.96% |
Moneyness | out-of-the-money |
Leverage | 2.7328 |
Delta | -0.3153 |
Gamma | 0.0019 |
Theta | -0.0003 |
Rho | -0.0029 |
Vega | 0.0030 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 17.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 47.90 |
LOGITECH INT. | 83.12 |
Sika AG | 283.60 |
Partners Group Ho... | 1'265.50 |
Alcon AG | 80.44 |
Name | Price |
---|---|
SONOVA HLDG N | 281.80 |
Nestlé SA | 95.42 |
Lonza Group | 523.20 |
Swiss Re | 109.20 |
UBS | 27.37 |