Last price paid | 3.72 | |
Change | -1.85% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +109.89% |
Year to date (YTD) | +118.82% |
1 month | +6.29% |
3 months | +14.46% |
1 year | +117.54% |
3 years | n.a. |
Issue price | 1.77 |
Underlying price on issue | 4'277.87 |
Premium | 0.02% |
Premium p.a. | 0.04% |
Leverage | 5.24 |
Implied volatility | 0.24 |
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 | 2.30% |
Premium p.a. | 3.94% |
Leverage | 6.58 |
Implied volatility | 23.89% |
Moneyness | in-the-money |
Leverage | 5.2410 |
Delta | 0.7962 |
Gamma | 0.0000 |
Theta | -0.0060 |
Rho | 0.1056 |
Vega | 0.0499 |
Fair value | 0.56 |
Intrinsic value | n.a. |
Break-even | 5'167.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |