Last price paid | 1.08 | |
Change | -3.57% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 28.12.2022 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +367.39% |
Year to date (YTD) | +227.27% |
1 month | +11.34% |
3 months | +45.95% |
1 year | +129.79% |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 3'812.54 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 8.69 |
Implied volatility | 0.25 |
ISIN | CH1235748626 |
Symbol | SX5CJZ |
Security | 123574862 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'500.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 20.12.2022 |
Premium | 0.24% |
Premium p.a. | 2.86% |
Leverage | 9.27 |
Implied volatility | 25.40% |
Moneyness | in-the-money |
Leverage | 8.6913 |
Delta | 0.9375 |
Gamma | 0.0000 |
Theta | -0.0030 |
Rho | 0.0078 |
Vega | 0.0035 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 5'042.58 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |