Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 19.02.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -97.38% |
Year to date (YTD) | -33.33% |
1 month | n.a. |
3 months | -60.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.21 |
Underlying price on issue | 51.28 |
Premium | 0.97% |
Premium p.a. | 14.13% |
Leverage | 8.48 |
Implied volatility | 1.28 |
ISIN | CH1268369142 |
Symbol | BAYYLZ |
Security | 126836914 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Bayer N, DE000BAY0017 |
Underlying ISIN | DE000BAY0017 |
Strike | 56.00 |
C/P type | call |
Subscription ratio | 20.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 20 |
Value day | 12.06.2023 |
Premium | 96.75% |
Premium p.a. | 1412.52% |
Leverage | 253.40 |
Implied volatility | 128.40% |
Moneyness | out-of-the-money |
Leverage | 8.4830 |
Delta | 0.0335 |
Gamma | 0.0004 |
Theta | -0.0007 |
Rho | 0.0000 |
Vega | 0.0003 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 56.11 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 79.70 |
ABB Ltd | 49.87 |
SWISSCOM N | 502.50 |
Nestlé SA | 96.28 |
GEBERIT N | 554.40 |
Name | Price |
---|---|
Givaudan | 4'189.00 |
Swiss Re | 113.90 |
Lonza Group | 483.80 |
SONOVA HLDG N | 283.30 |
Alcon AG | 79.96 |