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ZKB Put Warrant auf
UBS Group AG

ISIN: CH1305148871 Security: 130514887 Symbol: UBSVBZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.28
Underlying price on issue28.00
Premium0.03%
Premium p.a.0.26%
Leverage15.76
Implied volatility0.23

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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