Last price paid | 0.03 | |
Change | +20.00% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 12.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -81.58% |
Year to date (YTD) | +50.00% |
1 month | 0.00% |
3 months | +20.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.19 |
Underlying price on issue | 72.28 |
Premium | 0.05% |
Premium p.a. | 0.40% |
Leverage | 30.75 |
Implied volatility | 0.16 |
ISIN | CH1268367666 |
Symbol | ALCJLZ |
Security | 126836766 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Alcon N, CH0432492467 |
Underlying ISIN | CH0432492467 |
Strike | 84.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 20 |
Value day | 05.06.2023 |
Premium | 4.72% |
Premium p.a. | 40.09% |
Leverage | 115.54 |
Implied volatility | 16.08% |
Moneyness | out-of-the-money |
Leverage | 30.7529 |
Delta | 0.2662 |
Gamma | 0.0037 |
Theta | -0.0009 |
Rho | 0.0012 |
Vega | 0.0045 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 84.70 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |