Last price paid | 0.20 | |
Change | -13.04% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 03.04.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -30.36% |
Year to date (YTD) | n.a. |
1 month | -57.45% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 28.00 |
Premium | 0.03% |
Premium p.a. | 0.26% |
Leverage | 15.76 |
Implied volatility | 0.23 |
ISIN | CH1305148871 |
Symbol | UBSVBZ |
Security | 130514887 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | UBS Group N, CH0244767585 |
Underlying ISIN | CH0244767585 |
Strike | 27.00 |
C/P type | put |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 4 |
Value day | 25.03.2024 |
Premium | 3.32% |
Premium p.a. | 26.33% |
Leverage | 34.77 |
Implied volatility | 22.51% |
Moneyness | out-of-the-money |
Leverage | 15.7567 |
Delta | -0.4532 |
Gamma | 0.0456 |
Theta | -0.0022 |
Rho | -0.0041 |
Vega | 0.0095 |
Fair value | 0.20 |
Intrinsic value | n.a. |
Break-even | 26.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
LOGITECH INT. | 78.16 |
ABB Ltd | 47.81 |
Givaudan | 4'104.00 |
ROCHE GS | 227.80 |
Alcon AG | 74.34 |
Name | Price |
---|---|
Partners Group Ho... | 1'238.50 |
Swiss Re | 104.85 |
Lonza Group | 516.40 |
SONOVA HLDG N | 267.70 |
Holcim | 78.26 |