Last price paid | 0.01 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.03.2024 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 | -92.86% |
Year to date (YTD) | -71.43% |
1 month | n.a. |
3 months | -66.67% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 69.88 |
Premium | 0.71% |
Premium p.a. | 6.21% |
Leverage | 9.23 |
Implied volatility | 0.86 |
ISIN | CH1268369134 |
Symbol | BOSMFZ |
Security | 126836913 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Hugo Boss N, DE000A1PHFF7 |
Underlying ISIN | DE000A1PHFF7 |
Strike | 86.00 |
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 | 71.41% |
Premium p.a. | 620.58% |
Leverage | 198.62 |
Implied volatility | 85.81% |
Moneyness | out-of-the-money |
Leverage | 9.2280 |
Delta | 0.0465 |
Gamma | 0.0003 |
Theta | -0.0007 |
Rho | 0.0001 |
Vega | 0.0007 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 86.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
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LOGITECH INT. | 82.40 |
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SONOVA HLDG N | 291.20 |
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