Last price paid | 2.81 | |
Change | -11.91% [ -0.38 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 22.02.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +58.47% |
Year to date (YTD) | +65.29% |
1 month | -27.39% |
3 months | -15.87% |
1 year | +47.89% |
3 years | n.a. |
Issue price | 1.77 |
Underlying price on issue | 4'277.87 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 6.05 |
Implied volatility | 0.23 |
ISIN | CH1237243261 |
Symbol | SX5KNZ |
Security | 123724326 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'400.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 200 |
Value day | 15.02.2023 |
Premium | 3.05% |
Premium p.a. | 5.40% |
Leverage | 8.22 |
Implied volatility | 22.92% |
Moneyness | in-the-money |
Leverage | 6.0486 |
Delta | 0.7356 |
Gamma | 0.0000 |
Theta | -0.0057 |
Rho | 0.0879 |
Vega | 0.0545 |
Fair value | 0.70 |
Intrinsic value | n.a. |
Break-even | 4'988.77 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Nestlé SA | 95.28 |
SWISSCOM N | 496.00 |
Lonza Group | 480.30 |
Name | Price |
---|---|
LOGITECH INT. | 88.38 |
Sika AG | 255.90 |
Partners Group Ho... | 1'154.50 |
Holcim | 80.04 |
ABB Ltd | 49.89 |