Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
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 | -90.00% |
Year to date (YTD) | -82.35% |
1 month | -85.00% |
3 months | -40.00% |
1 year | -87.50% |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 55.79 |
Premium | 0.19% |
Premium p.a. | 6.21% |
Leverage | 21.02 |
Implied volatility | 0.64 |
ISIN | CH1268366866 |
Symbol | BNP8ZZ |
Security | 126836686 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BNP Paribas Br-A, FR0000131104 |
Underlying ISIN | FR0000131104 |
Strike | 70.00 |
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 | 18.72% |
Premium p.a. | 621.06% |
Leverage | 282.64 |
Implied volatility | 64.26% |
Moneyness | out-of-the-money |
Leverage | 21.0190 |
Delta | 0.0744 |
Gamma | 0.0011 |
Theta | -0.0020 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 70.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.50 |
Swiss Re | 110.15 |
ZURICH INSURANCE | 475.60 |
ABB Ltd | 50.32 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
Alcon AG | 78.56 |
SONOVA HLDG N | 271.70 |
Lonza Group | 472.80 |
NOVARTIS N | 93.54 |
Compagnie Financi... | 142.10 |