Last price paid | 0.13 | |
Change | -23.53% [ -0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 11.06.2024 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 | -77.68% |
Year to date (YTD) | -68.29% |
1 month | -84.15% |
3 months | -80.60% |
1 year | -77.59% |
3 years | n.a. |
Issue price | 0.56 |
Underlying price on issue | 157.58 |
Premium | 0.02% |
Premium p.a. | 0.51% |
Leverage | 29.80 |
Implied volatility | 0.21 |
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 | 2.40% |
Premium p.a. | 51.44% |
Leverage | 66.54 |
Implied volatility | 21.26% |
Moneyness | out-of-the-money |
Leverage | 29.8007 |
Delta | 0.4478 |
Gamma | 0.0026 |
Theta | -0.0049 |
Rho | 0.0017 |
Vega | 0.0071 |
Fair value | 0.13 |
Intrinsic value | n.a. |
Break-even | 176.59 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 241.60 |
SONOVA HLDG N | 288.10 |
Partners Group Ho... | 1'163.50 |
Givaudan | 4'356.00 |
NOVARTIS N | 94.08 |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.60 |
LOGITECH INT. | 89.48 |
ZURICH INSURANCE | 470.40 |
Lonza Group | 495.10 |
Nestlé SA | 94.60 |