Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.04.2024 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 | -95.43% |
Year to date (YTD) | -50.00% |
1 month | -25.00% |
3 months | -25.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.23 |
Underlying price on issue | 109.33 |
Premium | 0.48% |
Premium p.a. | 25.18% |
Leverage | 13.45 |
Implied volatility | 1.46 |
ISIN | CH1268369126 |
Symbol | BMW04Z |
Security | 126836912 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | BMW I, DE0005190003 |
Underlying ISIN | DE0005190003 |
Strike | 130.00 |
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 | 48.28% |
Premium p.a. | 2517.50% |
Leverage | 398.69 |
Implied volatility | 146.46% |
Moneyness | out-of-the-money |
Leverage | 13.4528 |
Delta | 0.0337 |
Gamma | 0.0002 |
Theta | -0.0041 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 130.22 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 260.40 |
SONOVA HLDG N | 274.00 |
KUEHNE & NAGEL | 259.80 |
Lonza Group | 487.20 |
GEBERIT N | 540.20 |
Name | Price |
---|---|
ROCHE GS | 249.70 |
LOGITECH INT. | 85.68 |
Swiss Re | 111.20 |
Nestlé SA | 92.94 |
SWISSCOM N | 500.50 |