Last price paid | 0.51 | |
Change | +10.87% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -16.94% |
Year to date (YTD) | -5.56% |
1 month | +168.42% |
3 months | +104.00% |
1 year | -10.53% |
3 years | n.a. |
Issue price | 0.62 |
Underlying price on issue | 254.85 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 9.63 |
Implied volatility | 0.26 |
ISIN | CH1250736225 |
Symbol | SIK1TZ |
Security | 125073622 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Sika N, CH0418792922 |
Underlying ISIN | CH0418792922 |
Strike | 260.00 |
C/P type | call |
Subscription ratio | 50.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 50 |
Value day | 19.05.2023 |
Premium | 0.65% |
Premium p.a. | 6.61% |
Leverage | 11.03 |
Implied volatility | 25.70% |
Moneyness | in-the-money |
Leverage | 9.6335 |
Delta | 0.8738 |
Gamma | 0.0002 |
Theta | -0.0015 |
Rho | 0.0044 |
Vega | 0.0037 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 285.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |