Last price paid | 0.90 | |
Change | -2.17% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 26.05.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +90.43% |
Year to date (YTD) | +291.30% |
1 month | +12.50% |
3 months | +25.00% |
1 year | +190.32% |
3 years | n.a. |
Issue price | 0.47 |
Underlying price on issue | 4'400.33 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 10.27 |
Implied volatility | 0.26 |
ISIN | CH1250734766 |
Symbol | SX5W1Z |
Security | 125073476 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | EURO STOXX 50 Price EUR, EU0009658145 |
Underlying ISIN | EU0009658145 |
Strike | 4'600.00 |
C/P type | call |
Subscription ratio | 500.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 500 |
Value day | 19.05.2023 |
Premium | 0.19% |
Premium p.a. | 3.36% |
Leverage | 10.94 |
Implied volatility | 25.67% |
Moneyness | in-the-money |
Leverage | 10.2722 |
Delta | 0.9393 |
Gamma | 0.0000 |
Theta | -0.0033 |
Rho | 0.0052 |
Vega | 0.0028 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 5'062.01 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |