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ZKB Call Warrant auf
UBS Group AG

ISIN: CH1305144433 Security: 130514443 Symbol: UBSTBZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.004

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 15'000.00

Date/time (delayed) 16.05.2024 09:52:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.001 0.004
Volume 1'000'000.00 15'000.00
Date/time 16.05.24 09:52 16.05.24 06:30

Current data

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

Life cycle

Fixing17.05.2024
Settlement date18.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.06
Underlying price on issue27.01
Premium0.09%
Premium p.a.2.91%
Leverage67.99
Implied volatility0.24

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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