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ZKB Call Warrant auf
UBISOFT Entertainment

ISIN: CH1305147550 Security: 130514755 Symbol: UBI6UZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.24
Change +4.35% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +80.77%
Year to date (YTD) n.a.
1 month +41.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue18.76
Premium0.15%
Premium p.a.0.23%
Leverage3.21
Implied volatility0.54

Reference data

ISIN CH1305147550
Symbol UBI6UZ
Security 130514755
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying UBISOFT Entertain., FR0000054470
Underlying ISIN FR0000054470
Strike 22.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 14.71%
Premium p.a. 23.35%
Leverage 4.88
Implied volatility 53.61%
Moneyness in-the-money
Leverage 3.2148
Delta 0.6589
Gamma 0.0019
Theta -0.0004
Rho 0.0033
Vega 0.0033
Fair value 0.17
Intrinsic value n.a.
Break-even 26.79
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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