Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 30.11.2023 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 | -89.44% |
Year to date (YTD) | n.a. |
1 month | n.a. |
3 months | -80.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 52.49 |
Premium | 1.35% |
Premium p.a. | 19.78% |
Leverage | 6.44 |
Implied volatility | 1.69 |
ISIN | CH1268366817 |
Symbol | BAYVQZ |
Security | 126836681 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 67.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 02.06.2023 |
Premium | 135.48% |
Premium p.a. | 1978.02% |
Leverage | 146.80 |
Implied volatility | 168.65% |
Moneyness | out-of-the-money |
Leverage | 6.4446 |
Delta | 0.0439 |
Gamma | 0.0004 |
Theta | -0.0011 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 67.19 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
GEBERIT N | 556.00 |
Holcim | 79.58 |
ABB Ltd | 49.79 |
SWISSCOM N | 502.00 |
Nestlé SA | 96.14 |
Name | Price |
---|---|
Givaudan | 4'184.00 |
Swiss Re | 113.80 |
Partners Group Ho... | 1'201.00 |
Alcon AG | 80.04 |
NOVARTIS N | 92.90 |