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 |
Fixing | 17.05.2024 |
Settlement date | 01.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.14 |
Underlying price on issue | 24.62 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 16.57 |
Implied volatility | 0.25 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.35 |
ROCHE GS | 235.30 |
ZURICH INSURANCE | 461.80 |
Partners Group Ho... | 1'286.50 |
Alcon AG | 81.18 |
Name | Price |
---|---|
UBS | 27.34 |
ABB Ltd | 47.74 |
Compagnie Financi... | 135.45 |
NOVARTIS N | 92.72 |
Lonza Group | 530.00 |