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 | -98.69% |
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. | 10.90% |
Leverage | 21.04 |
Implied volatility | 0.78 |
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 | 32.85% |
Premium p.a. | 1089.87% |
Leverage | 979.91 |
Implied volatility | 77.64% |
Moneyness | out-of-the-money |
Leverage | 21.0388 |
Delta | 0.0215 |
Gamma | 0.0002 |
Theta | -0.0016 |
Rho | 0.0000 |
Vega | 0.0005 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 150.12 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.36 |
Swiss Life Hldg | 637.20 |
ABB Ltd | 50.26 |
ZURICH INSURANCE | 474.00 |
Givaudan | 4'317.00 |
Name | Price |
---|---|
Compagnie Financi... | 141.65 |
NOVARTIS N | 93.58 |
ROCHE GS | 244.50 |
Lonza Group | 476.00 |
Alcon AG | 79.90 |