Last price paid | 0.39 | |
Change | +5.41% [ +0.02 ] | |
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 | +64.58% |
Year to date (YTD) | +56.00% |
1 month | +5.41% |
3 months | -18.75% |
1 year | +105.26% |
3 years | n.a. |
Issue price | 0.24 |
Underlying price on issue | 536.20 |
Premium | 0.00% |
Premium p.a. | 0.02% |
Leverage | 7.69 |
Implied volatility | 0.27 |
ISIN | CH1250736357 |
Symbol | SLHK5Z |
Security | 125073635 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Swiss Life Hldg N, CH0014852781 |
Underlying ISIN | CH0014852781 |
Strike | 550.00 |
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 | 0.19% |
Premium p.a. | 2.49% |
Leverage | 7.95 |
Implied volatility | 26.52% |
Moneyness | in-the-money |
Leverage | 7.6895 |
Delta | 0.9676 |
Gamma | 0.0000 |
Theta | -0.0004 |
Rho | 0.0020 |
Vega | 0.0006 |
Fair value | 0.01 |
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 |
---|---|
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 |