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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305142445 Security: 130514244 Symbol: UBSQFZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 200'000.00 Unit
Date/time 16.05.2024 17:15

Life cycle

Fixing17.05.2024
Settlement date11.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -88.13%
Year to date (YTD) n.a.
1 month -77.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue25.54
Premium0.02%
Premium p.a.0.77%
Leverage108.61
Implied volatility0.11

Reference data

ISIN CH1305142445
Symbol UBSQFZ
Security 130514244
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying UBS Group N, CH0244767585
Underlying ISIN CH0244767585
Strike 28.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 4
Value day 04.03.2024

Key figures

Premium 2.33%
Premium p.a. 77.26%
Leverage 721.05
Implied volatility 11.24%
Moneyness out-of-the-money
Leverage 108.6098
Delta 0.1506
Gamma 0.1045
Theta -0.0014
Rho 0.0003
Vega 0.0026
Fair value 0.01
Intrinsic value n.a.
Break-even 28.04
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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