Last price paid | 0.41 | |
Change | +17.14% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +195.45% |
Year to date (YTD) | +583.33% |
1 month | +95.24% |
3 months | +1071.43% |
1 year | +215.38% |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 9.50 |
Premium | 0.01% |
Premium p.a. | 0.11% |
Leverage | 10.17 |
Implied volatility | 0.32 |
ISIN | CH1268366932 |
Symbol | CBKN3Z |
Security | 126836693 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 14.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 02.06.2023 |
Premium | 0.52% |
Premium p.a. | 10.60% |
Leverage | 11.31 |
Implied volatility | 32.12% |
Moneyness | in-the-money |
Leverage | 10.1684 |
Delta | 0.8989 |
Gamma | 0.0420 |
Theta | -0.0016 |
Rho | 0.0015 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 15.35 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'346.00 |
Holcim | 80.16 |
Sika AG | 270.50 |
GEBERIT N | 549.40 |
KUEHNE & NAGEL | 267.70 |
Name | Price |
---|---|
Nestlé SA | 95.58 |
UBS | 27.95 |
Swiss Re | 111.95 |
Compagnie Financi... | 148.10 |
Partners Group Ho... | 1'152.50 |