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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305140415 Security: 130514041 Symbol: UBSF1Z Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 11:41:23

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 16.05.24 11:41 16.05.24 11:41

Current data

Last price paid 0.42
Change +20.00% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date01.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +160.71%
Year to date (YTD) n.a.
1 month +75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue24.62
Premium0.00%
Premium p.a.0.10%
Leverage16.57
Implied volatility0.25

Reference data

ISIN CH1305140415
Symbol UBSF1Z
Security 130514041
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
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 23.02.2024

Key figures

Premium 0.29%
Premium p.a. 9.70%
Leverage 18.75
Implied volatility 25.44%
Moneyness in-the-money
Leverage 16.5679
Delta 0.8835
Gamma 0.0401
Theta -0.0029
Rho 0.0017
Vega 0.0023
Fair value 0.02
Intrinsic value n.a.
Break-even 27.46
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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