Last price paid | 0.94 | |
Change | +3.30% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 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 | +372.50% |
Year to date (YTD) | +526.67% |
1 month | +77.36% |
3 months | +944.44% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.20 |
Underlying price on issue | 9.50 |
Premium | 0.00% |
Premium p.a. | 0.06% |
Leverage | 3.98 |
Implied volatility | 0.54 |
ISIN | CH1268366890 |
Symbol | CBKYWZ |
Security | 126836689 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Commerzbank I, DE000CBK1001 |
Underlying ISIN | DE000CBK1001 |
Strike | 12.00 |
C/P type | call |
Subscription ratio | 4.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 4 |
Value day | 02.06.2023 |
Premium | 0.48% |
Premium p.a. | 5.65% |
Leverage | 4.13 |
Implied volatility | 54.35% |
Moneyness | in-the-money |
Leverage | 3.9807 |
Delta | 0.9650 |
Gamma | 0.0078 |
Theta | -0.0011 |
Rho | 0.0024 |
Vega | 0.0009 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 15.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 111.80 |
LOGITECH INT. | 86.76 |
SONOVA HLDG N | 287.60 |
SWISSCOM N | 490.60 |
ZURICH INSURANCE | 467.50 |
Name | Price |
---|---|
UBS | 27.98 |
Lonza Group | 489.90 |
GEBERIT N | 555.40 |
Swiss Life Hldg | 626.00 |
KUEHNE & NAGEL | 249.40 |