Last price paid | 0.11 | |
Change | -15.38% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | +11.11% |
Year to date (YTD) | -70.27% |
1 month | -38.89% |
3 months | -54.17% |
1 year | -8.33% |
3 years | n.a. |
Issue price | 0.09 |
Underlying price on issue | 37.87 |
Premium | 0.04% |
Premium p.a. | 1.32% |
Leverage | 12.74 |
Implied volatility | 0.58 |
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 | 3.98% |
Premium p.a. | 131.98% |
Leverage | 23.94 |
Implied volatility | 58.18% |
Moneyness | in-the-money |
Leverage | 12.7400 |
Delta | 0.5322 |
Gamma | 0.0041 |
Theta | -0.0046 |
Rho | 0.0004 |
Vega | 0.0017 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 52.09 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.37 |
ABB Ltd | 50.28 |
Swiss Life Hldg | 636.00 |
Givaudan | 4'321.00 |
Holcim | 80.36 |
Name | Price |
---|---|
NOVARTIS N | 93.72 |
Compagnie Financi... | 141.90 |
ROCHE GS | 245.00 |
Lonza Group | 476.80 |
Sika AG | 254.50 |