Last price paid | 3.20 | |
Change | +16.79% [ +0.46 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.09.2024 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 | +81.07% |
Year to date (YTD) | +88.24% |
1 month | +15.52% |
3 months | +3.56% |
1 year | +201.89% |
3 years | n.a. |
Issue price | 1.77 |
Underlying price on issue | 4'277.87 |
Premium | 0.01% |
Premium p.a. | 0.04% |
Leverage | 6.32 |
Implied volatility | 0.25 |
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 | 1.02% |
Premium p.a. | 3.66% |
Leverage | 7.42 |
Implied volatility | 25.23% |
Moneyness | in-the-money |
Leverage | 6.3189 |
Delta | 0.8513 |
Gamma | 0.0000 |
Theta | -0.0067 |
Rho | 0.0544 |
Vega | 0.0280 |
Fair value | 0.24 |
Intrinsic value | n.a. |
Break-even | 5'077.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 131.15 |
LOGITECH INT. | 74.76 |
UBS | 26.20 |
Partners Group Ho... | 1'259.00 |
Lonza Group | 540.40 |
Name | Price |
---|---|
NOVARTIS N | 97.90 |
Givaudan | 4'609.00 |
KUEHNE & NAGEL | 231.90 |
GEBERIT N | 559.60 |
ZURICH INSURANCE | 515.40 |