Last price paid | 0.001 | |
Change | -90.00% [ -0.01 ] | |
Last traded volume | 200'000.00 Unit | |
Cumulative volume | 200'000.00 Unit | |
Date/time | 16.05.2024 09:51 |
Fixing | 17.05.2024 |
Settlement date | 18.03.2024 |
Last trading | 17.05.2024 |
Final fixing | 17.05.2024 |
Currency redemption | CHF |
Perf. since issue | -95.83% |
Year to date (YTD) | n.a. |
1 month | -88.89% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.06 |
Underlying price on issue | 27.01 |
Premium | 0.09% |
Premium p.a. | 2.91% |
Leverage | 67.99 |
Implied volatility | 0.24 |
ISIN | CH1305144433 |
Symbol | UBSTBZ |
Security | 130514443 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.05.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 11.03.2024 |
Premium | 8.77% |
Premium p.a. | 291.05% |
Leverage | 2'759.00 |
Implied volatility | 23.93% |
Moneyness | out-of-the-money |
Leverage | 67.9894 |
Delta | 0.0246 |
Gamma | 0.0123 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0007 |
Fair value | 0.00 |
Intrinsic value | n.a. |
Break-even | 30.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 236.30 |
Swiss Re | 107.60 |
ZURICH INSURANCE | 465.90 |
Swiss Life Hldg | 663.60 |
LOGITECH INT. | 81.58 |
Name | Price |
---|---|
ABB Ltd | 47.72 |
Lonza Group | 527.00 |
UBS | 27.41 |
Holcim | 78.82 |
NOVARTIS N | 92.67 |