Last price paid | n.a. | |
Change | -55.56% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 28.02.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -89.50% |
Year to date (YTD) | n.a. |
1 month | -95.83% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 24.54 |
Premium | 0.02% |
Premium p.a. | 1.07% |
Leverage | 107.71 |
Implied volatility | 0.14 |
ISIN | CH1305139268 |
Symbol | UBSLAZ |
Security | 130513926 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 26.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 21.02.2024 |
Premium | 2.05% |
Premium p.a. | 106.66% |
Leverage | 607.62 |
Implied volatility | 13.56% |
Moneyness | out-of-the-money |
Leverage | 107.7125 |
Delta | 0.1773 |
Gamma | 0.1299 |
Theta | -0.0022 |
Rho | 0.0002 |
Vega | 0.0022 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 26.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 237.90 |
Swiss Re | 106.35 |
ZURICH INSURANCE | 461.60 |
Partners Group Ho... | 1'286.00 |
GEBERIT N | 568.20 |
Name | Price |
---|---|
Givaudan | 4'089.00 |
SWISSCOM N | 501.00 |
KUEHNE & NAGEL | 247.40 |
LOGITECH INT. | 80.22 |
Nestlé SA | 95.16 |