Last price paid | 0.48 | |
Change | +4.35% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | +38.57% |
Year to date (YTD) | +50.00% |
1 month | -38.46% |
3 months | +128.57% |
1 year | +37.14% |
3 years | n.a. |
Issue price | 0.35 |
Underlying price on issue | 26.76 |
Premium | 0.01% |
Premium p.a. | 0.09% |
Leverage | 11.57 |
Implied volatility | 0.26 |
ISIN | CH1268367419 |
Symbol | SHE4MZ |
Security | 126836741 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Shell N, GB00BP6MXD84 |
Underlying ISIN | GB00BP6MXD84 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 5.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 5 |
Value day | 02.06.2023 |
Premium | 0.52% |
Premium p.a. | 9.06% |
Leverage | 12.92 |
Implied volatility | 26.12% |
Moneyness | in-the-money |
Leverage | 11.5679 |
Delta | 0.8957 |
Gamma | 0.0183 |
Theta | -0.0022 |
Rho | 0.0030 |
Vega | 0.0027 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 32.50 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ROCHE GS | 242.60 |
Compagnie Financi... | 150.10 |
Swiss Re | 113.65 |
Holcim | 79.98 |
Alcon AG | 82.16 |
Name | Price |
---|---|
Partners Group Ho... | 1'165.00 |
Lonza Group | 500.20 |
Sika AG | 270.90 |
GEBERIT N | 550.80 |
SWISSCOM N | 503.50 |