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 | -72.32% |
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. | 0.38% |
Leverage | 29.21 |
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 | 1.68% |
Premium p.a. | 38.43% |
Leverage | 54.19 |
Implied volatility | 20.10% |
Moneyness | in-the-money |
Leverage | 29.2078 |
Delta | 0.5390 |
Gamma | 0.0028 |
Theta | -0.0049 |
Rho | 0.0019 |
Vega | 0.0070 |
Fair value | 0.14 |
Intrinsic value | n.a. |
Break-even | 177.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 50.70 |
LOGITECH INT. | 90.36 |
Swiss Re | 112.40 |
Nestlé SA | 95.22 |
NOVARTIS N | 94.67 |
Name | Price |
---|---|
Lonza Group | 479.40 |
SONOVA HLDG N | 286.50 |
KUEHNE & NAGEL | 258.50 |
UBS | 27.67 |
SWISSCOM N | 497.60 |