Last price paid | 0.10 | |
Change | +11.11% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -62.50% |
Year to date (YTD) | +185.71% |
1 month | +300.00% |
3 months | 0.00% |
1 year | -56.52% |
3 years | n.a. |
Issue price | 0.28 |
Underlying price on issue | 73.35 |
Premium | 0.02% |
Premium p.a. | 0.29% |
Leverage | 20.95 |
Implied volatility | 0.21 |
ISIN | CH1250735276 |
Symbol | ALCZ6Z |
Security | 125073527 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 80.00 |
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 | 2.19% |
Premium p.a. | 28.56% |
Leverage | 38.26 |
Implied volatility | 21.21% |
Moneyness | in-the-money |
Leverage | 20.9488 |
Delta | 0.5476 |
Gamma | 0.0042 |
Theta | -0.0018 |
Rho | 0.0016 |
Vega | 0.0044 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 82.10 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |