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 | 0.75% |
Premium p.a. | 27.20% |
Leverage | 5.99 |
Implied volatility | 2.40 |
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 | 74.51% |
Premium p.a. | 2719.70% |
Leverage | 49.61 |
Implied volatility | 240.05% |
Moneyness | out-of-the-money |
Leverage | 5.9932 |
Delta | 0.1208 |
Gamma | 0.0013 |
Theta | -0.0039 |
Rho | 0.0000 |
Vega | 0.0003 |
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 |
---|---|
Lonza Group | 479.30 |
Swiss Life Hldg | 645.80 |
ABB Ltd | 50.84 |
Swiss Re | 111.05 |
Sika AG | 255.90 |
Name | Price |
---|---|
Compagnie Financi... | 141.00 |
SONOVA HLDG N | 270.30 |
NOVARTIS N | 93.24 |
Nestlé SA | 94.84 |
Alcon AG | 78.48 |