Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 06.06.2024 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 | -90.63% |
Year to date (YTD) | -84.62% |
1 month | n.a. |
3 months | -71.43% |
1 year | -89.47% |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 46.04 |
Premium | 0.07% |
Premium p.a. | 1.30% |
Leverage | 27.84 |
Implied volatility | 0.28 |
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 | 7.50% |
Premium p.a. | 130.35% |
Leverage | 151.13 |
Implied volatility | 28.46% |
Moneyness | out-of-the-money |
Leverage | 27.8441 |
Delta | 0.1842 |
Gamma | 0.0043 |
Theta | -0.0010 |
Rho | 0.0002 |
Vega | 0.0014 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 50.31 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |