Last price paid | 3.22 | |
Change | +7.69% [ +0.23 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 20.06.2024 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 | +82.20% |
Year to date (YTD) | +89.41% |
1 month | -15.71% |
3 months | -5.01% |
1 year | +75.96% |
3 years | n.a. |
Issue price | 1.77 |
Underlying price on issue | 4'277.87 |
Premium | 0.03% |
Premium p.a. | 0.05% |
Leverage | 5.62 |
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 | 2.62% |
Premium p.a. | 4.78% |
Leverage | 7.32 |
Implied volatility | 24.02% |
Moneyness | in-the-money |
Leverage | 5.6174 |
Delta | 0.7675 |
Gamma | 0.0000 |
Theta | -0.0059 |
Rho | 0.0917 |
Vega | 0.0510 |
Fair value | 0.62 |
Intrinsic value | n.a. |
Break-even | 5'075.78 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'178.50 |
SONOVA HLDG N | 274.20 |
Alcon AG | 79.88 |
Swiss Re | 113.15 |
Lonza Group | 480.60 |
Name | Price |
---|---|
KUEHNE & NAGEL | 258.80 |
Compagnie Financi... | 139.65 |
LOGITECH INT. | 87.24 |
Holcim | 81.54 |
ROCHE GS | 250.00 |