Last price paid | 0.81 | |
Change | +15.71% [ +0.11 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | +42.98% |
Year to date (YTD) | +161.29% |
1 month | +153.13% |
3 months | +14.08% |
1 year | +30.65% |
3 years | n.a. |
Issue price | 0.57 |
Underlying price on issue | 427.65 |
Premium | 0.00% |
Premium p.a. | 0.05% |
Leverage | 10.89 |
Implied volatility | 0.25 |
ISIN | CH1250736449 |
Symbol | ZUR4NZ |
Security | 125073644 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zurich Insur Gr N, CH0011075394 |
Underlying ISIN | CH0011075394 |
Strike | 440.00 |
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 | 0.28% |
Premium p.a. | 4.89% |
Leverage | 11.76 |
Implied volatility | 25.44% |
Moneyness | in-the-money |
Leverage | 10.8872 |
Delta | 0.9254 |
Gamma | 0.0001 |
Theta | -0.0022 |
Rho | 0.0046 |
Vega | 0.0032 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 480.75 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |