Last price paid | 0.46 | |
Change | +6.98% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +111.36% |
Year to date (YTD) | +130.00% |
1 month | -2.13% |
3 months | +109.09% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 126.33 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 5.95 |
Implied volatility | 0.45 |
ISIN | CH1268366650 |
Symbol | AIRLLZ |
Security | 126836665 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 139.13 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 02.06.2023 |
Premium | 1.33% |
Premium p.a. | 13.54% |
Leverage | 6.87 |
Implied volatility | 44.66% |
Moneyness | in-the-money |
Leverage | 5.9470 |
Delta | 0.8660 |
Gamma | 0.0002 |
Theta | -0.0016 |
Rho | 0.0023 |
Vega | 0.0022 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 163.49 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 297.30 |
LOGITECH INT. | 87.98 |
ABB Ltd | 48.97 |
Givaudan | 4'239.00 |
Swiss Life Hldg | 625.00 |
Name | Price |
---|---|
Nestlé SA | 93.30 |
KUEHNE & NAGEL | 243.70 |
SWISSCOM N | 494.00 |
NOVARTIS N | 92.77 |
Partners Group Ho... | 1'259.00 |