Last price paid | 0.27 | |
Change | +107.69% [ +0.14 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 12.06.2024 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 | -50.89% |
Year to date (YTD) | -34.15% |
1 month | -67.07% |
3 months | -64.00% |
1 year | -56.45% |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 157.58 |
Premium | 0.01% |
Premium p.a. | 0.20% |
Leverage | 22.74 |
Implied volatility | 0.20 |
ISIN | CH1268367393 |
Symbol | SIE8ZZ |
Security | 126836739 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 174.00 |
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 | 0.89% |
Premium p.a. | 20.33% |
Leverage | 31.32 |
Implied volatility | 20.37% |
Moneyness | in-the-money |
Leverage | 22.7387 |
Delta | 0.7261 |
Gamma | 0.0023 |
Theta | -0.0045 |
Rho | 0.0026 |
Vega | 0.0060 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 179.69 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 51.52 |
Partners Group Ho... | 1'189.00 |
Holcim | 81.88 |
LOGITECH INT. | 90.94 |
Alcon AG | 82.10 |
Name | Price |
---|---|
Lonza Group | 485.10 |
SWISSCOM N | 492.60 |
SONOVA HLDG N | 285.60 |
Givaudan | 4'360.00 |
KUEHNE & NAGEL | 259.90 |