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ZKB Put Warrant auf
UBISOFT Entertainment

ISIN: CH1305134764 Security: 130513476 Symbol: UBINTZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 21.05.2024 10:07:25

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 21.05.24 10:07 21.05.24 10:07

Current data

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

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.21
Underlying price on issue20.41
Premium0.20%
Premium p.a.0.33%
Leverage2.73
Implied volatility0.56

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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