Last price paid | 0.77 | |
Change | +6.94% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 11.05.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +23.02% |
Year to date (YTD) | +108.11% |
1 month | +30.51% |
3 months | +133.33% |
1 year | +48.08% |
3 years | n.a. |
Issue price | 0.63 |
Underlying price on issue | 427.65 |
Premium | 0.04% |
Premium p.a. | 0.06% |
Leverage | 8.38 |
Implied volatility | 0.16 |
ISIN | CH1250730293 |
Symbol | ZURUPZ |
Security | 125073029 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 450.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 04.05.2023 |
Premium | 3.77% |
Premium p.a. | 5.88% |
Leverage | 12.15 |
Implied volatility | 16.25% |
Moneyness | in-the-money |
Leverage | 8.3810 |
Delta | 0.6895 |
Gamma | 0.0001 |
Theta | -0.0012 |
Rho | 0.0367 |
Vega | 0.0266 |
Fair value | 0.36 |
Intrinsic value | n.a. |
Break-even | 488.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
Swiss Life Hldg | 626.60 |
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |