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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1305134756 Security: 130513475 Symbol: UBIOWZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 03:03:29

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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 15:03 21.05.24 15:03

Current data

Last price paid 0.06
Change -25.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -40.00%
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue20.41
Premium0.14%
Premium p.a.1.35%
Leverage11.44
Implied volatility0.48

Reference data

ISIN CH1305134756
Symbol UBIOWZ
Security 130513475
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying UBISOFT Entertain., FR0000054470
Underlying ISIN FR0000054470
Strike 24.00
C/P type call
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 14.09%
Premium p.a. 135.32%
Leverage 42.45
Implied volatility 47.89%
Moneyness out-of-the-money
Leverage 11.4354
Delta 0.2694
Gamma 0.0050
Theta -0.0007
Rho 0.0003
Vega 0.0011
Fair value 0.03
Intrinsic value n.a.
Break-even 24.51
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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