Last price paid | 0.065 | |
Change | +30.00% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 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 | -85.00% |
Year to date (YTD) | -72.92% |
1 month | -59.38% |
3 months | -75.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 160.56 |
Premium | 0.06% |
Premium p.a. | 0.66% |
Leverage | 32.24 |
Implied volatility | 0.19 |
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 | 5.61% |
Premium p.a. | 66.10% |
Leverage | 146.34 |
Implied volatility | 19.18% |
Moneyness | out-of-the-money |
Leverage | 32.2398 |
Delta | 0.2203 |
Gamma | 0.0015 |
Theta | -0.0025 |
Rho | 0.0016 |
Vega | 0.0076 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 187.21 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.60 |
ZURICH INSURANCE | 469.20 |
SWISSCOM N | 492.00 |
ABB Ltd | 49.59 |
LOGITECH INT. | 86.86 |
Name | Price |
---|---|
Lonza Group | 487.80 |
GEBERIT N | 556.00 |
Compagnie Financi... | 142.70 |
Alcon AG | 80.30 |
Swiss Life Hldg | 627.60 |