Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.04.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 23.03.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.50% |
Year to date (YTD) | -81.82% |
1 month | n.a. |
3 months | -75.00% |
1 year | -96.67% |
3 years | n.a. |
Issue price | 0.42 |
Underlying price on issue | 122.25 |
Premium | 0.33% |
Premium p.a. | 17.24% |
Leverage | 17.83 |
Implied volatility | 1.08 |
ISIN | CH1250717456 |
Symbol | VOWHIZ |
Security | 125071745 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Volkswagen Vz I, DE0007664039 |
Underlying ISIN | DE0007664039 |
Strike | 150.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 33.06% |
Premium p.a. | 1723.64% |
Leverage | 512.56 |
Implied volatility | 108.24% |
Moneyness | out-of-the-money |
Leverage | 17.8308 |
Delta | 0.0348 |
Gamma | 0.0002 |
Theta | -0.0040 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 150.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.20 |
Lonza Group | 491.70 |
Sika AG | 260.90 |
SONOVA HLDG N | 274.10 |
NOVARTIS N | 96.58 |
Name | Price |
---|---|
Compagnie Financi... | 142.80 |
ZURICH INSURANCE | 482.50 |
Swiss Re | 111.85 |
SWISSCOM N | 503.00 |
Partners Group Ho... | 1'147.50 |