Last price paid | 0.11 | |
Change | +10.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.05.2024 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 | +4.55% |
Year to date (YTD) | +69.23% |
1 month | -35.29% |
3 months | +83.33% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 129.54 |
Premium | 0.03% |
Premium p.a. | 0.29% |
Leverage | 15.93 |
Implied volatility | 0.24 |
ISIN | CH1268369118 |
Symbol | AIRL8Z |
Security | 126836911 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Airbus Br Rg, NL0000235190 |
Underlying ISIN | NL0000235190 |
Strike | 159.01 |
C/P type | call |
Subscription ratio | 49.69 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 49.69191 |
Value day | 12.06.2023 |
Premium | 2.85% |
Premium p.a. | 28.87% |
Leverage | 27.75 |
Implied volatility | 24.12% |
Moneyness | in-the-money |
Leverage | 15.9347 |
Delta | 0.5743 |
Gamma | 0.0006 |
Theta | -0.0015 |
Rho | 0.0017 |
Vega | 0.0039 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 165.81 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 296.70 |
ABB Ltd | 48.89 |
LOGITECH INT. | 87.52 |
Givaudan | 4'229.00 |
Swiss Life Hldg | 623.60 |
Name | Price |
---|---|
Nestlé SA | 93.16 |
KUEHNE & NAGEL | 243.20 |
SWISSCOM N | 493.20 |
Partners Group Ho... | 1'255.50 |
NOVARTIS N | 92.70 |