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 | -12.20% |
Year to date (YTD) | -6.58% |
1 month | +77.50% |
3 months | +29.09% |
1 year | +12.70% |
3 years | n.a. |
Issue price | 0.82 |
Underlying price on issue | 122.25 |
Premium | 0.07% |
Premium p.a. | 3.69% |
Leverage | 4.12 |
Implied volatility | 1.75 |
ISIN | CH1250717431 |
Symbol | VOWXVZ |
Security | 125071743 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Volkswagen Vz I, DE0007664039 |
Underlying ISIN | DE0007664039 |
Strike | 120.00 |
C/P type | put |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 16.03.2023 |
Premium | 7.08% |
Premium p.a. | 369.43% |
Leverage | 7.48 |
Implied volatility | 175.31% |
Moneyness | in-the-money |
Leverage | 4.1166 |
Delta | -0.5505 |
Gamma | 0.0008 |
Theta | -0.0379 |
Rho | -0.0007 |
Vega | 0.0030 |
Fair value | 0.38 |
Intrinsic value | n.a. |
Break-even | 104.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.35 |
Sika AG | 257.10 |
Givaudan | 4'347.00 |
NOVARTIS N | 95.89 |
SWISSCOM N | 505.50 |
Name | Price |
---|---|
UBS | 26.51 |
Partners Group Ho... | 1'152.00 |
GEBERIT N | 540.40 |
ABB Ltd | 49.67 |
Alcon AG | 80.08 |