Last price paid | 0.005 | |
Change | -66.67% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 200'000.00 Unit | |
Date/time | 02.04.2024 17:15 |
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 | -98.78% |
Year to date (YTD) | -83.33% |
1 month | n.a. |
3 months | -83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.41 |
Underlying price on issue | 286.68 |
Premium | 0.22% |
Premium p.a. | 1.95% |
Leverage | 26.70 |
Implied volatility | 0.30 |
ISIN | CH1250736092 |
Symbol | ROGWPZ |
Security | 125073609 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Roche Hldg G, CH0012032048 |
Underlying ISIN | CH0012032048 |
Strike | 290.00 |
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 | 22.42% |
Premium p.a. | 194.81% |
Leverage | 948.40 |
Implied volatility | 30.01% |
Moneyness | out-of-the-money |
Leverage | 26.7008 |
Delta | 0.0282 |
Gamma | 0.0001 |
Theta | -0.0004 |
Rho | 0.0001 |
Vega | 0.0010 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 290.25 |
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 |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |