Last price paid | 1.49 | |
Change | -8.59% [ -0.14 ] | |
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 | +210.58% |
Year to date (YTD) | +645.00% |
1 month | +148.33% |
3 months | +29.57% |
1 year | +186.54% |
3 years | n.a. |
Issue price | 0.52 |
Underlying price on issue | 675.15 |
Premium | 0.00% |
Premium p.a. | 0.03% |
Leverage | 5.71 |
Implied volatility | 0.41 |
ISIN | CH1268366726 |
Symbol | ASMN0Z |
Security | 126836672 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | ASML Hldg Rg, NL0010273215 |
Underlying ISIN | NL0010273215 |
Strike | 800.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 02.06.2023 |
Premium | 0.10% |
Premium p.a. | 3.20% |
Leverage | 5.73 |
Implied volatility | 40.96% |
Moneyness | in-the-money |
Leverage | 5.7142 |
Delta | 0.9967 |
Gamma | 0.0000 |
Theta | -0.0010 |
Rho | 0.0023 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 968.83 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.32 |
Swiss Life Hldg | 635.60 |
ABB Ltd | 50.12 |
Swiss Re | 109.40 |
ZURICH INSURANCE | 473.40 |
Name | Price |
---|---|
Alcon AG | 78.48 |
NOVARTIS N | 93.27 |
Compagnie Financi... | 141.25 |
SONOVA HLDG N | 272.30 |
ROCHE GS | 244.40 |