Last price paid | 0.03 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -81.25% |
Year to date (YTD) | -76.92% |
1 month | -62.50% |
3 months | -45.45% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 46.04 |
Premium | 0.05% |
Premium p.a. | 0.68% |
Leverage | 25.53 |
Implied volatility | 0.24 |
ISIN | CH1268366734 |
Symbol | BASLCZ |
Security | 126836673 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 50.00 |
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 | 4.64% |
Premium p.a. | 67.70% |
Leverage | 78.92 |
Implied volatility | 23.77% |
Moneyness | out-of-the-money |
Leverage | 25.5301 |
Delta | 0.3235 |
Gamma | 0.0061 |
Theta | -0.0011 |
Rho | 0.0005 |
Vega | 0.0022 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 50.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'189.00 |
Swiss Re | 114.60 |
Alcon AG | 80.28 |
NOVARTIS N | 93.14 |
Compagnie Financi... | 144.20 |