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 | -89.50% |
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. | 9.90% |
Leverage | 20.46 |
Implied volatility | 0.82 |
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 | 18.98% |
Premium p.a. | 989.52% |
Leverage | 267.95 |
Implied volatility | 82.42% |
Moneyness | out-of-the-money |
Leverage | 20.4611 |
Delta | 0.0764 |
Gamma | 0.0011 |
Theta | -0.0031 |
Rho | 0.0000 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 70.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |