Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 29.05.2024 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 | -96.00% |
Year to date (YTD) | -87.50% |
1 month | -70.00% |
3 months | -92.11% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 157.58 |
Premium | 0.16% |
Premium p.a. | 3.19% |
Leverage | 32.63 |
Implied volatility | 0.36 |
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 | 15.73% |
Premium p.a. | 318.90% |
Leverage | 835.68 |
Implied volatility | 35.69% |
Moneyness | out-of-the-money |
Leverage | 32.6311 |
Delta | 0.0390 |
Gamma | 0.0003 |
Theta | -0.0015 |
Rho | 0.0002 |
Vega | 0.0016 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 200.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'366.00 |
Holcim | 80.36 |
Lonza Group | 499.70 |
KUEHNE & NAGEL | 268.10 |
SWISSCOM N | 502.50 |
Name | Price |
---|---|
Nestlé SA | 96.42 |
UBS | 28.01 |
Swiss Re | 112.05 |
ROCHE GS | 239.50 |
Compagnie Financi... | 148.45 |