Last price paid | 0.68 | |
Change | -1.45% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 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 | +450.00% |
Year to date (YTD) | +518.18% |
1 month | +100.00% |
3 months | +580.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.13 |
Underlying price on issue | 32.83 |
Premium | 0.01% |
Premium p.a. | 0.07% |
Leverage | 3.57 |
Implied volatility | 0.71 |
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 | 0.50% |
Premium p.a. | 7.36% |
Leverage | 3.72 |
Implied volatility | 70.73% |
Moneyness | in-the-money |
Leverage | 3.5729 |
Delta | 0.9609 |
Gamma | 0.0004 |
Theta | -0.0010 |
Rho | 0.0013 |
Vega | 0.0006 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 54.61 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'180.00 |
Swiss Re | 114.35 |
LOGITECH INT. | 89.20 |
NOVARTIS N | 93.06 |
Alcon AG | 80.34 |