Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -86.88% |
Year to date (YTD) | -70.00% |
1 month | -40.00% |
3 months | -40.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.08 |
Underlying price on issue | 46.04 |
Premium | 0.25% |
Premium p.a. | 12.81% |
Leverage | 16.20 |
Implied volatility | 1.05 |
ISIN | CH1268366767 |
Symbol | BASUCZ |
Security | 126836676 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BASF N, DE000BASF111 |
Underlying ISIN | DE000BASF111 |
Strike | 56.00 |
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 | 24.56% |
Premium p.a. | 1280.64% |
Leverage | 204.91 |
Implied volatility | 104.55% |
Moneyness | out-of-the-money |
Leverage | 16.1965 |
Delta | 0.0790 |
Gamma | 0.0012 |
Theta | -0.0031 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 56.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 82.88 |
Alcon AG | 83.18 |
ZURICH INSURANCE | 512.60 |
Givaudan | 4'537.00 |
Lonza Group | 534.60 |
Name | Price |
---|---|
SONOVA HLDG N | 288.00 |
Swiss Re | 115.70 |
Compagnie Financi... | 114.10 |
Holcim | 83.00 |
KUEHNE & NAGEL | 231.40 |