Last price paid | n.a. | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | n.a. n.a. |
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 | -92.50% |
Year to date (YTD) | -62.50% |
1 month | -70.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 24.92 |
Premium | 0.33% |
Premium p.a. | 17.16% |
Leverage | 10.21 |
Implied volatility | 1.57 |
ISIN | CH1268369878 |
Symbol | ZALGYZ |
Security | 126836987 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Zalando I, DE000ZAL1111 |
Underlying ISIN | DE000ZAL1111 |
Strike | 30.00 |
C/P type | call |
Subscription ratio | 25.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 25 |
Value day | 12.06.2023 |
Premium | 32.90% |
Premium p.a. | 1715.66% |
Leverage | 82.74 |
Implied volatility | 156.51% |
Moneyness | out-of-the-money |
Leverage | 10.2057 |
Delta | 0.1234 |
Gamma | 0.0017 |
Theta | -0.0027 |
Rho | 0.0000 |
Vega | 0.0002 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 30.28 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'172.50 |
Alcon AG | 84.68 |
KUEHNE & NAGEL | 254.10 |
ABB Ltd | 46.86 |
Holcim | 79.92 |
Name | Price |
---|---|
ROCHE GS | 263.00 |
Lonza Group | 542.60 |
Nestlé SA | 87.88 |
SWISSCOM N | 548.00 |
Swiss Life Hldg | 697.60 |