Last price paid | n.a. | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
Fixing | 19.04.2024 |
Settlement date | 11.03.2024 |
Last trading | 19.04.2024 |
Final fixing | 19.04.2024 |
Currency redemption | CHF |
Perf. since issue | -88.33% |
Year to date (YTD) | n.a. |
1 month | -93.10% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 25.54 |
Premium | 0.06% |
Premium p.a. | 3.11% |
Leverage | 55.03 |
Implied volatility | 0.30 |
ISIN | CH1305142411 |
Symbol | UBS5OZ |
Security | 130514241 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 26.04.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 27.00 |
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 |
Premium | 5.96% |
Premium p.a. | 310.98% |
Leverage | 607.62 |
Implied volatility | 29.55% |
Moneyness | out-of-the-money |
Leverage | 55.0261 |
Delta | 0.0906 |
Gamma | 0.0385 |
Theta | -0.0029 |
Rho | 0.0001 |
Vega | 0.0014 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 27.04 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 532.20 |
SONOVA HLDG N | 297.50 |
Partners Group Ho... | 1'279.00 |
GEBERIT N | 566.20 |
Sika AG | 283.40 |
Name | Price |
---|---|
NOVARTIS N | 93.30 |
Compagnie Financi... | 136.55 |
LOGITECH INT. | 80.60 |
ZURICH INSURANCE | 453.30 |
Swiss Re | 103.70 |