Last price paid | 0.035 | |
Change | -22.22% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.06.2024 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 | -72.73% |
Year to date (YTD) | -46.15% |
1 month | -56.25% |
3 months | -70.83% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.11 |
Underlying price on issue | 129.54 |
Premium | 0.05% |
Premium p.a. | 0.87% |
Leverage | 26.73 |
Implied volatility | 0.25 |
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 | 5.46% |
Premium p.a. | 86.65% |
Leverage | 99.20 |
Implied volatility | 25.27% |
Moneyness | out-of-the-money |
Leverage | 26.7251 |
Delta | 0.2694 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0005 |
Vega | 0.0025 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 161.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 266.30 |
ABB Ltd | 50.22 |
LOGITECH INT. | 89.00 |
Compagnie Financi... | 146.80 |
NOVARTIS N | 94.50 |
Name | Price |
---|---|
Nestlé SA | 97.72 |
UBS | 27.95 |
GEBERIT N | 552.80 |
ROCHE GS | 236.10 |
SWISSCOM N | 507.00 |