Last price paid | 3.14 | |
Change | +1.95% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.05.2024 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 | +113.27% |
Year to date (YTD) | +151.20% |
1 month | +15.44% |
3 months | +26.61% |
1 year | +122.70% |
3 years | n.a. |
Issue price | 1.47 |
Underlying price on issue | 4'277.87 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 7.32 |
Implied volatility | 0.32 |
ISIN | CH1237243253 |
Symbol | SX5HTZ |
Security | 123724325 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'350.00 |
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 | 0.26% |
Premium p.a. | 3.40% |
Leverage | 7.78 |
Implied volatility | 31.89% |
Moneyness | in-the-money |
Leverage | 7.3158 |
Delta | 0.9405 |
Gamma | 0.0000 |
Theta | -0.0083 |
Rho | 0.0174 |
Vega | 0.0078 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 4'989.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |