Last price paid | 0.065 | |
Change | -18.75% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.06.2024 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 | -38.89% |
Year to date (YTD) | -82.43% |
1 month | -53.57% |
3 months | -72.92% |
1 year | -50.00% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 37.87 |
Premium | 0.01% |
Premium p.a. | 0.59% |
Leverage | 27.42 |
Implied volatility | 0.29 |
ISIN | CH1268366551 |
Symbol | 1CONOZ |
Security | 126836655 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Covestro I, DE0006062144 |
Underlying ISIN | DE0006062144 |
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 | 1.13% |
Premium p.a. | 59.12% |
Leverage | 43.85 |
Implied volatility | 29.14% |
Moneyness | in-the-money |
Leverage | 27.4186 |
Delta | 0.6253 |
Gamma | 0.0097 |
Theta | -0.0029 |
Rho | 0.0003 |
Vega | 0.0013 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 51.15 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.30 |
Lonza Group | 491.80 |
Sika AG | 260.90 |
SONOVA HLDG N | 274.40 |
NOVARTIS N | 96.66 |
Name | Price |
---|---|
Compagnie Financi... | 142.90 |
ZURICH INSURANCE | 482.60 |
SWISSCOM N | 503.00 |
Swiss Re | 111.95 |
Partners Group Ho... | 1'147.50 |