Last price paid | 0.18 | |
Change | -14.29% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.06.2024 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 | +3.57% |
Year to date (YTD) | +80.00% |
1 month | -28.00% |
3 months | -41.94% |
1 year | +63.64% |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 536.20 |
Premium | 0.01% |
Premium p.a. | 0.12% |
Leverage | 17.64 |
Implied volatility | 0.22 |
ISIN | CH1250736365 |
Symbol | SLH6IZ |
Security | 125073636 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 600.00 |
C/P type | call |
Subscription ratio | 200.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 200 |
Value day | 19.05.2023 |
Premium | 0.54% |
Premium p.a. | 11.67% |
Leverage | 21.57 |
Implied volatility | 22.13% |
Moneyness | in-the-money |
Leverage | 17.6353 |
Delta | 0.8175 |
Gamma | 0.0000 |
Theta | -0.0013 |
Rho | 0.0011 |
Vega | 0.0018 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 629.00 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
ROCHE GS | 240.30 |
SONOVA HLDG N | 287.10 |
NOVARTIS N | 94.10 |
Holcim | 80.22 |
Name | Price |
---|---|
KUEHNE & NAGEL | 260.00 |
Lonza Group | 494.10 |
UBS | 27.66 |
ZURICH INSURANCE | 471.30 |
Alcon AG | 80.94 |