Last price paid | 1.24 | |
Change | -6.77% [ -0.09 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 22.02.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +109.32% |
Year to date (YTD) | +376.92% |
1 month | +11.71% |
3 months | +56.96% |
1 year | +110.17% |
3 years | n.a. |
Issue price | 0.59 |
Underlying price on issue | 4'277.87 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 17.31 |
Implied volatility | 0.15 |
ISIN | CH1237243279 |
Symbol | SX5IFZ |
Security | 123724327 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'800.00 |
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 | 0.39% |
Premium p.a. | 4.60% |
Leverage | 20.17 |
Implied volatility | 15.41% |
Moneyness | in-the-money |
Leverage | 17.3073 |
Delta | 0.8580 |
Gamma | 0.0000 |
Theta | -0.0078 |
Rho | 0.0179 |
Vega | 0.0161 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 5'049.35 |
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 |