Last price paid | 0.46 | |
Change | -13.21% [ -0.07 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | +250.00% |
Year to date (YTD) | +318.18% |
1 month | -2.13% |
3 months | +142.11% |
1 year | +187.50% |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 32.83 |
Premium | 0.01% |
Premium p.a. | 0.14% |
Leverage | 4.84 |
Implied volatility | 0.72 |
ISIN | CH1268367252 |
Symbol | RNO3YZ |
Security | 126836725 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Renault, FR0000131906 |
Underlying ISIN | FR0000131906 |
Strike | 40.00 |
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 | 0.59% |
Premium p.a. | 14.29% |
Leverage | 5.20 |
Implied volatility | 72.41% |
Moneyness | in-the-money |
Leverage | 4.8431 |
Delta | 0.9317 |
Gamma | 0.0009 |
Theta | -0.0017 |
Rho | 0.0007 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 49.46 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 245.80 |
SWISSCOM N | 495.80 |
LOGITECH INT. | 91.16 |
Nestlé SA | 95.10 |
SONOVA HLDG N | 281.00 |
Name | Price |
---|---|
Sika AG | 263.00 |
UBS | 27.21 |
Compagnie Financi... | 146.05 |
ABB Ltd | 50.68 |
Swiss Re | 110.60 |