Last price paid | 0.31 | |
Change | +14.81% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -4.17% |
Year to date (YTD) | +463.64% |
1 month | +376.92% |
3 months | +40.91% |
1 year | +6.90% |
3 years | n.a. |
Issue price | 0.36 |
Underlying price on issue | 73.35 |
Premium | 0.00% |
Premium p.a. | 0.08% |
Leverage | 10.93 |
Implied volatility | 0.31 |
ISIN | CH1250735292 |
Symbol | ALC1GZ |
Security | 125073529 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 76.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 19.05.2023 |
Premium | 0.31% |
Premium p.a. | 7.66% |
Leverage | 11.98 |
Implied volatility | 31.30% |
Moneyness | in-the-money |
Leverage | 10.9266 |
Delta | 0.9123 |
Gamma | 0.0015 |
Theta | -0.0015 |
Rho | 0.0014 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 82.90 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Alcon AG | 82.64 |
ROCHE GS | 244.50 |
KUEHNE & NAGEL | 260.90 |
LOGITECH INT. | 91.18 |
SWISSCOM N | 492.60 |
Name | Price |
---|---|
Sika AG | 262.90 |
UBS | 27.40 |
Compagnie Financi... | 146.80 |
Partners Group Ho... | 1'176.50 |
SONOVA HLDG N | 278.50 |