Last price paid | 0.03 | |
Change | -14.29% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 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 | -93.75% |
Year to date (YTD) | -87.50% |
1 month | -86.36% |
3 months | -92.31% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 160.56 |
Premium | 0.07% |
Premium p.a. | 1.41% |
Leverage | 40.52 |
Implied volatility | 0.23 |
ISIN | CH1268369738 |
Symbol | SIELZZ |
Security | 126836973 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Siemens N, DE0007236101 |
Underlying ISIN | DE0007236101 |
Strike | 186.00 |
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 | 6.96% |
Premium p.a. | 141.16% |
Leverage | 336.11 |
Implied volatility | 23.40% |
Moneyness | out-of-the-money |
Leverage | 40.5156 |
Delta | 0.1205 |
Gamma | 0.0011 |
Theta | -0.0025 |
Rho | 0.0005 |
Vega | 0.0037 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 186.52 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'362.00 |
Holcim | 80.46 |
GEBERIT N | 551.80 |
Lonza Group | 501.00 |
ABB Ltd | 50.36 |
Name | Price |
---|---|
Nestlé SA | 95.60 |
UBS | 28.03 |
Swiss Re | 112.25 |
ROCHE GS | 239.70 |
Compagnie Financi... | 148.55 |