Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 03.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 06.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -95.24% |
Year to date (YTD) | -98.61% |
1 month | -25.00% |
3 months | -97.32% |
1 year | -93.18% |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 29.80 |
Premium | 0.31% |
Premium p.a. | 6.29% |
Leverage | 15.63 |
Implied volatility | 0.72 |
ISIN | CH1250738007 |
Symbol | INT4FZ |
Security | 125073800 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Intel Rg, US4581401001 |
Underlying ISIN | US4581401001 |
Strike | 40.00 |
C/P type | call |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 30.05.2023 |
Premium | 31.04% |
Premium p.a. | 629.43% |
Leverage | 274.51 |
Implied volatility | 71.77% |
Moneyness | out-of-the-money |
Leverage | 15.6314 |
Delta | 0.0569 |
Gamma | 0.0026 |
Theta | -0.0014 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 40.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 113.50 |
SONOVA HLDG N | 289.60 |
LOGITECH INT. | 91.34 |
NOVARTIS N | 94.89 |
GEBERIT N | 555.20 |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.80 |
Lonza Group | 498.90 |
SWISSCOM N | 502.00 |
Nestlé SA | 95.70 |
Holcim | 80.66 |