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 |
Fixing | 20.12.2024 |
Settlement date | 27.03.2024 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.13 |
Underlying price on issue | 18.76 |
Premium | 0.15% |
Premium p.a. | 0.23% |
Leverage | 3.21 |
Implied volatility | 0.54 |
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 |
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. |
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 |