Last price paid | 0.02 | |
Change | -20.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 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 | -94.00% |
Year to date (YTD) | -83.33% |
1 month | -69.23% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 157.58 |
Premium | 0.13% |
Premium p.a. | 1.53% |
Leverage | 33.53 |
Implied volatility | 0.25 |
ISIN | CH1268367468 |
Symbol | SIEQ5Z |
Security | 126836746 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 200.00 |
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 | 13.00% |
Premium p.a. | 153.06% |
Leverage | 585.34 |
Implied volatility | 24.89% |
Moneyness | out-of-the-money |
Leverage | 33.5304 |
Delta | 0.0573 |
Gamma | 0.0004 |
Theta | -0.0012 |
Rho | 0.0004 |
Vega | 0.0029 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 200.30 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.15 |
SWISSCOM N | 491.60 |
ABB Ltd | 49.53 |
ZURICH INSURANCE | 467.90 |
SONOVA HLDG N | 287.80 |
Name | Price |
---|---|
Lonza Group | 490.20 |
UBS | 28.07 |
GEBERIT N | 556.40 |
NOVARTIS N | 90.51 |
ROCHE GS | 227.30 |