Last price paid | 0.001 | |
Change | 0.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 100'000.00 Unit | |
Date/time | 30.05.2024 17:15 |
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 | -96.56% |
Year to date (YTD) | -97.14% |
1 month | 0.00% |
3 months | -93.33% |
1 year | -99.71% |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 258.33 |
Premium | 0.17% |
Premium p.a. | 2.23% |
Leverage | 25.14 |
Implied volatility | 0.35 |
ISIN | CH1250715989 |
Symbol | ROGAJZ |
Security | 125071598 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 270.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 100 |
Value day | 16.03.2023 |
Premium | 17.12% |
Premium p.a. | 223.19% |
Leverage | 420.00 |
Implied volatility | 34.81% |
Moneyness | out-of-the-money |
Leverage | 25.1437 |
Delta | 0.0599 |
Gamma | 0.0001 |
Theta | -0.0005 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 270.55 |
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 |