Last price paid | 0.025 | |
Change | -16.67% [ 0.00 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 10.04.2024 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 | -88.24% |
Year to date (YTD) | -90.38% |
1 month | n.a. |
3 months | -79.17% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.17 |
Underlying price on issue | 30.82 |
Premium | 0.76% |
Premium p.a. | 19.73% |
Leverage | 5.95 |
Implied volatility | 2.05 |
ISIN | CH1268369092 |
Symbol | AIX70Z |
Security | 126836909 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | AIXTRON N, DE000A0WMPJ6 |
Underlying ISIN | DE000A0WMPJ6 |
Strike | 36.00 |
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 | 75.68% |
Premium p.a. | 1973.15% |
Leverage | 49.47 |
Implied volatility | 204.64% |
Moneyness | out-of-the-money |
Leverage | 5.9540 |
Delta | 0.1203 |
Gamma | 0.0013 |
Theta | -0.0028 |
Rho | 0.0000 |
Vega | 0.0004 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 36.42 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Nestlé SA | 95.86 |
NOVARTIS N | 95.01 |
ROCHE GS | 247.60 |
Lonza Group | 482.00 |
SWISSCOM N | 496.60 |
Name | Price |
---|---|
LOGITECH INT. | 88.40 |
Compagnie Financi... | 143.50 |
Sika AG | 258.60 |
SONOVA HLDG N | 276.70 |
Swiss Re | 109.05 |