Last price paid | 0.10 | |
Change | -23.08% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | -64.81% |
Year to date (YTD) | +66.67% |
1 month | -33.33% |
3 months | -77.78% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.27 |
Underlying price on issue | 675.15 |
Premium | 0.07% |
Premium p.a. | 0.88% |
Leverage | 23.05 |
Implied volatility | 0.27 |
ISIN | CH1268366759 |
Symbol | ASMYFZ |
Security | 126836675 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 920.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.06.2023 |
Premium | 6.76% |
Premium p.a. | 88.17% |
Leverage | 89.81 |
Implied volatility | 27.10% |
Moneyness | out-of-the-money |
Leverage | 23.0491 |
Delta | 0.2566 |
Gamma | 0.0001 |
Theta | -0.0039 |
Rho | 0.0016 |
Vega | 0.0076 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 929.70 |
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 |