Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 22.05.2024 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 | -91.67% |
Year to date (YTD) | -50.00% |
1 month | n.a. |
3 months | -57.14% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.12 |
Underlying price on issue | 42.88 |
Premium | 0.26% |
Premium p.a. | 3.74% |
Leverage | 14.54 |
Implied volatility | 0.60 |
ISIN | CH1268367211 |
Symbol | QIALFZ |
Security | 126836721 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Qiagen Rg, NL0015001WM6 |
Underlying ISIN | NL0015001WM6 |
Strike | 50.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 02.06.2023 |
Premium | 25.61% |
Premium p.a. | 373.90% |
Leverage | 156.08 |
Implied volatility | 60.07% |
Moneyness | out-of-the-money |
Leverage | 14.5368 |
Delta | 0.0931 |
Gamma | 0.0011 |
Theta | -0.0008 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 50.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 492.30 |
Nestlé SA | 97.60 |
Givaudan | 4'263.00 |
SONOVA HLDG N | 285.80 |
ROCHE GS | 234.20 |
Name | Price |
---|---|
UBS | 27.82 |
Swiss Re | 111.55 |
ABB Ltd | 49.13 |
ZURICH INSURANCE | 470.30 |
GEBERIT N | 548.40 |