Last price paid | 0.41 | |
Change | -2.38% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +84.09% |
Year to date (YTD) | +105.00% |
1 month | 0.00% |
3 months | +24.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 126.33 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 6.65 |
Implied volatility | 0.43 |
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 | 1.25% |
Premium p.a. | 14.72% |
Leverage | 7.75 |
Implied volatility | 43.16% |
Moneyness | in-the-money |
Leverage | 6.6527 |
Delta | 0.8582 |
Gamma | 0.0002 |
Theta | -0.0017 |
Rho | 0.0019 |
Vega | 0.0021 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 160.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SWISSCOM N | 491.80 |
KUEHNE & NAGEL | 251.20 |
Compagnie Financi... | 143.80 |
UBS | 28.31 |
ABB Ltd | 49.60 |
Name | Price |
---|---|
Lonza Group | 495.20 |
Sika AG | 276.10 |
Partners Group Ho... | 1'206.50 |
Alcon AG | 80.86 |
GEBERIT N | 560.60 |