Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 13.06.2024 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 | -90.45% |
Year to date (YTD) | -76.92% |
1 month | -84.21% |
3 months | -90.00% |
1 year | -88.46% |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 129.54 |
Premium | 0.08% |
Premium p.a. | 4.43% |
Leverage | 32.68 |
Implied volatility | 0.46 |
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 | 8.49% |
Premium p.a. | 442.95% |
Leverage | 268.73 |
Implied volatility | 46.44% |
Moneyness | out-of-the-money |
Leverage | 32.6767 |
Delta | 0.1216 |
Gamma | 0.0004 |
Theta | -0.0026 |
Rho | 0.0001 |
Vega | 0.0008 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 160.55 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
NOVARTIS N | 96.01 |
Lonza Group | 487.10 |
GEBERIT N | 547.40 |
Alcon AG | 80.80 |
Partners Group Ho... | 1'171.00 |
Name | Price |
---|---|
Holcim | 78.78 |
Swiss Life Hldg | 656.00 |
Swiss Re | 113.10 |
ABB Ltd | 50.12 |
Sika AG | 257.20 |